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HSBC Call 150 NXPI 20.06.2024/  DE000HG4B493  /

EUWAX
2024-06-17  8:39:32 AM Chg.-0.63 Bid10:00:10 PM Ask10:00:10 PM Underlying Strike price Expiration date Option type
11.07EUR -5.38% -
Bid Size: -		 -
Ask Size: -		 NXP Semiconductors N... 150.00 - 2024-06-20 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: 2024-06-20
Issue date: 2022-06-23
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.28
Leverage: Yes

Calculated values

Fair value: 10.50
Intrinsic value: 10.50
Implied volatility: 5.38
Historic volatility: 0.30
Parity: 10.50
Time value: 0.66
Break-even: 261.60
Moneyness: 1.70
Premium: 0.03
Premium p.a.: 21.40
Spread abs.: 0.10
Spread %: 0.90%
Delta: 0.91
Theta: -3.41
Omega: 2.08
Rho: 0.01
 

Quote data

Open: 11.07
High: 11.07
Low: 11.07
Previous Close: 11.70
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.06%
1 Month  
+0.73%
3 Months  
+34.84%
YTD  
+44.90%
1 Year  
+99.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.37 11.07
1M High / 1M Low: 12.37 10.72
6M High / 6M Low: 12.37 5.30
High (YTD): 2024-06-13 12.37
Low (YTD): 2024-01-17 5.30
52W High: 2024-06-13 12.37
52W Low: 2023-11-01 3.29
Avg. price 1W:   11.75
Avg. volume 1W:   0.00
Avg. price 1M:   11.43
Avg. volume 1M:   0.00
Avg. price 6M:   8.58
Avg. volume 6M:   0.00
Avg. price 1Y:   7.08
Avg. volume 1Y:   0.00
Volatility 1M:   61.19%
Volatility 6M:   87.79%
Volatility 1Y:   88.51%
Volatility 3Y:   -