HSBC WAR. CALL 06/24 VNX/ DE000HG4B4H8 /
| 2024-05-22 7:35:40 PM | Chg.+0.4200 | Bid7:40:26 PM | Ask7:40:26 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.8000EUR | +17.65% | 2.7200 Bid Size: 50,000 |
2.8200 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: | 2.8000 |
| Low: | 2.3800 |
| Previous Close: | 2.3800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +25.00% | ||
|---|---|---|---|
| 1 Month | +748.48% | ||
| 3 Months | +113.74% | ||
| YTD | +129.51% | ||
| 1 Year | +391.23% | ||
| 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: | - |
