HSBC WAR. CALL 06/24 VNX/ DE000HG4B4H8 /
2024-05-22 9:35:19 AM | Chg.+0.0100 | Bid11:06:50 AM | Ask11:06:50 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.3900EUR | +0.42% | 2.1900 Bid Size: 50,000 |
2.3900 Ask Size: 50,000 |
NXP Semiconductors N... | 250.00 - | 2024-06-19 | Call |
Master data
WKN: | HG4B4H |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | NXP Semiconductors NV |
Type: | Warrant |
Option type: | Call |
Strike price: | 250.00 - |
Maturity: | 2024-06-19 |
Issue date: | 2022-06-23 |
Last trading day: | 2024-06-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 10.16 |
Leverage: | Yes |
Calculated values
Fair value: | 1.09 |
---|---|
Intrinsic value: | 0.30 |
Implied volatility: | 0.83 |
Historic volatility: | 0.32 |
Parity: | 0.30 |
Time value: | 2.19 |
Break-even: | 274.90 |
Moneyness: | 1.01 |
Premium: | 0.09 |
Premium p.a.: | 1.95 |
Spread abs.: | 0.16 |
Spread %: | 6.87% |
Delta: | 0.57 |
Theta: | -0.42 |
Omega: | 5.80 |
Rho: | 0.09 |
Quote data
Open: | 2.3900 |
---|---|
High: | 2.3900 |
Low: | 2.3900 |
Previous Close: | 2.3800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +6.70% | ||
---|---|---|---|
1 Month | +624.24% | ||
3 Months | +82.44% | ||
YTD | +95.90% | ||
1 Year | +319.30% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.3800 | 1.9400 |
---|---|---|
1M High / 1M Low: | 2.3800 | 0.3300 |
6M High / 6M Low: | 2.4400 | 0.2900 |
High (YTD): | 2024-03-07 | 2.4400 |
Low (YTD): | 2024-04-19 | 0.2900 |
52W High: | 2024-03-07 | 2.4400 |
52W Low: | 2023-11-01 | 0.2500 |
Avg. price 1W: | 2.2240 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.5090 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.1124 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 1.0260 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 255.68% | |
Volatility 6M: | 255.83% | |
Volatility 1Y: | 225.30% | |
Volatility 3Y: | - |