HSBC WAR. CALL 06/24 VNX/ DE000HG4B493 /
| 2024-05-15 9:37:31 PM | Chg.+0.320 | Bid9:59:20 PM | Ask9:59:20 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 11.200EUR | +2.94% | 11.210 Bid Size: 50,000 |
11.310 Ask Size: 50,000 |
NXP Semiconductors N... | 150.00 - | 2024-06-19 | Call |
Master data
| WKN: | HG4B49 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | NXP Semiconductors NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2022-06-23 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 2.26 |
| Leverage: | Yes |
Calculated values
| Fair value: | 9.85 |
|---|---|
| Intrinsic value: | 9.80 |
| Implied volatility: | 1.85 |
| Historic volatility: | 0.33 |
| Parity: | 9.80 |
| Time value: | 1.17 |
| Break-even: | 259.70 |
| Moneyness: | 1.65 |
| Premium: | 0.05 |
| Premium p.a.: | 0.62 |
| Spread abs.: | 0.10 |
| Spread %: | 0.92% |
| Delta: | 0.88 |
| Theta: | -0.42 |
| Omega: | 1.99 |
| Rho: | 0.10 |
Quote data
| Open: | 10.880 |
|---|---|
| High: | 11.200 |
| Low: | 10.880 |
| Previous Close: | 10.880 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +10.13% | ||
|---|---|---|---|
| 1 Month | +46.21% | ||
| 3 Months | +38.79% | ||
| YTD | +48.74% | ||
| 1 Year | +225.58% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 10.880 | 10.170 |
|---|---|---|
| 1M High / 1M Low: | 10.880 | 6.130 |
| 6M High / 6M Low: | 10.880 | 5.080 |
| High (YTD): | 2024-05-14 | 10.880 |
| Low (YTD): | 2024-01-17 | 5.350 |
| 52W High: | 2024-05-14 | 10.880 |
| 52W Low: | 2023-11-01 | 3.300 |
| Avg. price 1W: | 10.500 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 8.877 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 7.610 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 6.475 | |
| Avg. volume 1Y: | .387 | |
| Volatility 1M: | 84.36% | |
| Volatility 6M: | 79.16% | |
| Volatility 1Y: | 87.03% | |
| Volatility 3Y: | - |
