HSBC WAR. CALL 06/24 VNX/ DE000HG4B4E5 /
| 2024-05-22 1:36:17 PM | Chg.+0.440 | Bid1:45:15 PM | Ask1:45:15 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 7.290EUR | +6.42% | 7.280 Bid Size: 50,000 |
7.480 Ask Size: 50,000 |
NXP Semiconductors N... | 200.00 - | 2024-06-19 | Call |
Master data
| WKN: | HG4B4E |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | NXP Semiconductors NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 200.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2022-06-23 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.61 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.36 |
|---|---|
| Intrinsic value: | 5.30 |
| Implied volatility: | 1.51 |
| Historic volatility: | 0.32 |
| Parity: | 5.30 |
| Time value: | 1.71 |
| Break-even: | 270.10 |
| Moneyness: | 1.27 |
| Premium: | 0.07 |
| Premium p.a.: | 1.35 |
| Spread abs.: | 0.20 |
| Spread %: | 2.94% |
| Delta: | 0.78 |
| Theta: | -0.57 |
| Omega: | 2.82 |
| Rho: | 0.10 |
Quote data
| Open: | 6.890 |
|---|---|
| High: | 7.290 |
| Low: | 6.870 |
| Previous Close: | 6.850 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +9.79% | ||
|---|---|---|---|
| 1 Month | +207.59% | ||
| 3 Months | +70.33% | ||
| YTD | +95.44% | ||
| 1 Year | +333.93% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.850 | 6.330 |
|---|---|---|
| 1M High / 1M Low: | 6.850 | 2.370 |
| 6M High / 6M Low: | 6.850 | 1.910 |
| High (YTD): | 2024-05-21 | 6.850 |
| Low (YTD): | 2024-01-17 | 1.980 |
| 52W High: | 2024-05-21 | 6.850 |
| 52W Low: | 2023-11-01 | 1.040 |
| Avg. price 1W: | 6.648 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.321 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 3.818 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 3.158 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 120.86% | |
| Volatility 6M: | 144.72% | |
| Volatility 1Y: | 145.26% | |
| Volatility 3Y: | - |
