HSBC WAR. CALL 06/24 VNX/ DE000HG4B4A3 /
| 2024-05-15 7:37:17 PM | Chg.+0.280 | Bid9:06:39 PM | Ask9:06:39 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 10.240EUR | +2.81% | 10.270 Bid Size: 50,000 |
10.370 Ask Size: 50,000 |
NXP Semiconductors N... | 160.00 - | 2024-06-19 | Call |
Master data
| WKN: | HG4B4A |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | NXP Semiconductors NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 160.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2022-06-23 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 2.47 |
| Leverage: | Yes |
Calculated values
| Fair value: | 8.86 |
|---|---|
| Intrinsic value: | 8.80 |
| Implied volatility: | 1.73 |
| Historic volatility: | 0.33 |
| Parity: | 8.80 |
| Time value: | 1.25 |
| Break-even: | 260.50 |
| Moneyness: | 1.55 |
| Premium: | 0.05 |
| Premium p.a.: | 0.67 |
| Spread abs.: | 0.10 |
| Spread %: | 1.01% |
| Delta: | 0.86 |
| Theta: | -0.43 |
| Omega: | 2.13 |
| Rho: | 0.11 |
Quote data
| Open: | 9.960 |
|---|---|
| High: | 10.240 |
| Low: | 9.960 |
| Previous Close: | 9.960 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +10.82% | ||
|---|---|---|---|
| 1 Month | +51.48% | ||
| 3 Months | +42.03% | ||
| YTD | +52.61% | ||
| 1 Year | +251.89% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 9.960 | 9.240 |
|---|---|---|
| 1M High / 1M Low: | 9.960 | 5.230 |
| 6M High / 6M Low: | 9.960 | 4.330 |
| High (YTD): | 2024-05-14 | 9.960 |
| Low (YTD): | 2024-01-17 | 4.570 |
| 52W High: | 2024-05-14 | 9.960 |
| 52W Low: | 2023-11-01 | 2.720 |
| Avg. price 1W: | 9.578 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 7.961 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 6.758 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 5.713 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 97.00% | |
| Volatility 6M: | 88.77% | |
| Volatility 1Y: | 95.93% | |
| Volatility 3Y: | - |
