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HSBC Call 150 NXPI 20.06.2024/  DE000HG4B493  /

Frankfurt Zert./HSBC
6/14/2024  9:35:40 PM Chg.-0.570 Bid9:59:20 PM Ask9:59:20 PM Underlying Strike price Expiration date Option type
11.090EUR -4.89% 11.050
Bid Size: 50,000		 11.150
Ask Size: 50,000		 NXP Semiconductors N... 150.00 - 6/20/2024 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: 6/20/2024
Issue date: 6/23/2022
Last trading day: 6/18/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.28
Leverage: Yes

Calculated values

Fair value: 10.51
Intrinsic value: 10.50
Implied volatility: 4.16
Historic volatility: 0.30
Parity: 10.50
Time value: 0.66
Break-even: 261.60
Moneyness: 1.70
Premium: 0.03
Premium p.a.: 5.46
Spread abs.: 0.10
Spread %: 0.90%
Delta: 0.91
Theta: -2.05
Omega: 2.08
Rho: 0.02
 

Quote data

Open: 11.720
High: 11.730
Low: 10.920
Previous Close: 11.660
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.33%
1 Month
  -0.98%
3 Months  
+36.91%
YTD  
+49.66%
1 Year  
+102.00%
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): 6/12/2024 12.010
Low (YTD): 1/17/2024 5.350
52W High: 6/12/2024 12.010
52W Low: 11/1/2023 3.290
Avg. price 1W:   11.656
Avg. volume 1W:   0.000
Avg. price 1M:   11.379
Avg. volume 1M:   0.000
Avg. price 6M:   8.583
Avg. volume 6M:   0.000
Avg. price 1Y:   7.074
Avg. volume 1Y:   0.000
Volatility 1M:   52.15%
Volatility 6M:   77.55%
Volatility 1Y:   82.75%
Volatility 3Y:   -