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HSBC Call 160 NXPI 20.06.2024/  DE000HG4B4A3  /

EUWAX
2024-06-14  8:39:29 AM Chg.-0.68 Bid10:00:10 PM Ask10:00:10 PM Underlying Strike price Expiration date Option type
10.77EUR -5.94% -
Bid Size: -		 -
Ask Size: -		 NXP Semiconductors N... 160.00 - 2024-06-20 Call
 

Master data

WKN: HG4B4A
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2024-06-20
Issue date: 2022-06-23
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.49
Leverage: Yes

Calculated values

Fair value: 9.51
Intrinsic value: 9.50
Implied volatility: 3.90
Historic volatility: 0.30
Parity: 9.50
Time value: 0.73
Break-even: 262.30
Moneyness: 1.59
Premium: 0.03
Premium p.a.: 6.85
Spread abs.: 0.10
Spread %: 0.99%
Delta: 0.89
Theta: -2.13
Omega: 2.23
Rho: 0.02
 

Quote data

Open: 10.77
High: 10.77
Low: 10.77
Previous Close: 11.45
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.48%
1 Month  
+8.46%
3 Months  
+40.42%
YTD  
+58.15%
1 Year  
+123.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.45 10.22
1M High / 1M Low: 11.45 9.80
6M High / 6M Low: 11.45 4.52
High (YTD): 2024-06-13 11.45
Low (YTD): 2024-01-17 4.52
52W High: 2024-06-13 11.45
52W Low: 2023-10-30 2.72
Avg. price 1W:   10.84
Avg. volume 1W:   0.00
Avg. price 1M:   10.47
Avg. volume 1M:   0.00
Avg. price 6M:   7.68
Avg. volume 6M:   0.00
Avg. price 1Y:   6.27
Avg. volume 1Y:   0.00
Volatility 1M:   61.93%
Volatility 6M:   97.97%
Volatility 1Y:   98.29%
Volatility 3Y:   -