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HSBC Call 150 NXPI 20.06.2024/  DE000HG4B493  /

Frankfurt Zert./HSBC
18/06/2024  18:00:28 Chg.-0.080 Bid18:18:41 Ask18:18:41 Underlying Strike price Expiration date Option type
11.130EUR -0.71% 11.140
Bid Size: 50,000		 11.240
Ask Size: 50,000		 NXP Semiconductors N... 150.00 - 20/06/2024 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: 20/06/2024
Issue date: 23/06/2022
Last trading day: 18/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.23
Leverage: Yes

Calculated values

Fair value: 10.30
Intrinsic value: 10.30
Implied volatility: 7.66
Historic volatility: 0.30
Parity: 10.30
Time value: 1.04
Break-even: 263.40
Moneyness: 1.69
Premium: 0.04
Premium p.a.: 0.00
Spread abs.: 0.10
Spread %: 0.89%
Delta: 0.89
Theta: -6.92
Omega: 1.98
Rho: 0.01
 

Quote data

Open: 11.210
High: 11.410
Low: 11.130
Previous Close: 11.210
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.44%
1 Month  
+2.87%
3 Months  
+39.47%
YTD  
+50.20%
1 Year  
+98.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.010 11.090
1M High / 1M Low: 12.010 10.620
6M High / 6M Low: 12.010 5.350
High (YTD): 12/06/2024 12.010
Low (YTD): 17/01/2024 5.350
52W High: 12/06/2024 12.010
52W Low: 01/11/2023 3.290
Avg. price 1W:   11.548
Avg. volume 1W:   0.000
Avg. price 1M:   11.419
Avg. volume 1M:   0.000
Avg. price 6M:   8.608
Avg. volume 6M:   0.000
Avg. price 1Y:   7.103
Avg. volume 1Y:   0.000
Volatility 1M:   50.86%
Volatility 6M:   77.19%
Volatility 1Y:   82.71%
Volatility 3Y:   -