HSBC WAR. CALL 06/24 VNX/ DE000HG4B493 /
| 2024-05-22 8:00:42 AM | Chg.+0.030 | Bid8:27:24 AM | Ask8:27:24 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 11.470EUR | +0.26% | 11.420 Bid Size: 50,000 |
11.620 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: | 2.19 |
| Leverage: | Yes |
Calculated values
| Fair value: | 10.15 |
|---|---|
| Intrinsic value: | 10.10 |
| Implied volatility: | 2.20 |
| Historic volatility: | 0.32 |
| Parity: | 10.10 |
| Time value: | 1.37 |
| Break-even: | 264.70 |
| Moneyness: | 1.67 |
| Premium: | 0.05 |
| Premium p.a.: | 0.95 |
| Spread abs.: | 0.10 |
| Spread %: | 0.88% |
| Delta: | 0.87 |
| Theta: | -0.57 |
| Omega: | 1.91 |
| Rho: | 0.08 |
Quote data
| Open: | 11.470 |
|---|---|
| High: | 11.470 |
| Low: | 11.470 |
| Previous Close: | 11.440 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.41% | ||
|---|---|---|---|
| 1 Month | +73.26% | ||
| 3 Months | +35.26% | ||
| YTD | +52.32% | ||
| 1 Year | +181.13% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 11.440 | 10.900 |
|---|---|---|
| 1M High / 1M Low: | 11.440 | 6.620 |
| 6M High / 6M Low: | 11.440 | 5.080 |
| High (YTD): | 2024-05-21 | 11.440 |
| Low (YTD): | 2024-01-17 | 5.350 |
| 52W High: | 2024-05-21 | 11.440 |
| 52W Low: | 2023-11-01 | 3.300 |
| Avg. price 1W: | 11.222 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 9.856 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 7.847 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 6.623 | |
| Avg. volume 1Y: | .387 | |
| Volatility 1M: | 57.98% | |
| Volatility 6M: | 78.83% | |
| Volatility 1Y: | 86.71% | |
| Volatility 3Y: | - |
