HSBC WAR. CALL 06/24 VNX/ DE000HG4B4C9 /
2024-05-22 9:35:20 AM | Chg.+0.040 | Bid10:58:48 AM | Ask10:58:48 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
8.720EUR | +0.46% | 8.510 Bid Size: 50,000 |
8.710 Ask Size: 50,000 |
NXP Semiconductors N... | 180.00 - | 2024-06-19 | Call |
Master data
WKN: | HG4B4C |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | NXP Semiconductors NV |
Type: | Warrant |
Option type: | Call |
Strike price: | 180.00 - |
Maturity: | 2024-06-19 |
Issue date: | 2022-06-23 |
Last trading day: | 2024-06-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 2.86 |
Leverage: | Yes |
Calculated values
Fair value: | 7.35 |
---|---|
Intrinsic value: | 7.30 |
Implied volatility: | 1.78 |
Historic volatility: | 0.32 |
Parity: | 7.30 |
Time value: | 1.54 |
Break-even: | 268.40 |
Moneyness: | 1.41 |
Premium: | 0.06 |
Premium p.a.: | 1.16 |
Spread abs.: | 0.20 |
Spread %: | 2.31% |
Delta: | 0.83 |
Theta: | -0.58 |
Omega: | 2.37 |
Rho: | 0.09 |
Quote data
Open: | 8.720 |
---|---|
High: | 8.720 |
Low: | 8.720 |
Previous Close: | 8.680 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +3.07% | ||
---|---|---|---|
1 Month | +120.76% | ||
3 Months | +48.55% | ||
YTD | +69.32% | ||
1 Year | +251.61% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 8.680 | 8.160 |
---|---|---|
1M High / 1M Low: | 8.680 | 3.950 |
6M High / 6M Low: | 8.680 | 2.990 |
High (YTD): | 2024-05-21 | 8.680 |
Low (YTD): | 2024-01-17 | 3.140 |
52W High: | 2024-05-21 | 8.680 |
52W Low: | 2023-11-01 | 1.740 |
Avg. price 1W: | 8.478 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 7.115 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 5.334 | |
Avg. volume 6M: | 1.613 | |
Avg. price 1Y: | 4.417 | |
Avg. volume 1Y: | 1.172 | |
Volatility 1M: | 86.65% | |
Volatility 6M: | 111.46% | |
Volatility 1Y: | 117.17% | |
Volatility 3Y: | - |