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HSBC Call 170 NXPI 20.06.2024/  DE000HG4B4B1  /

Frankfurt Zert./HSBC
2024-06-05  7:35:28 PM Chg.+0.790 Bid7:46:10 PM Ask7:46:10 PM Underlying Strike price Expiration date Option type
9.580EUR +8.99% 9.610
Bid Size: 50,000		 9.710
Ask Size: 50,000		 NXP Semiconductors N... 170.00 - 2024-06-20 Call
 

Master data

WKN: HG4B4B
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 2024-06-20
Issue date: 2022-06-23
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.75
Leverage: Yes

Calculated values

Fair value: 7.53
Intrinsic value: 7.50
Implied volatility: 2.49
Historic volatility: 0.31
Parity: 7.50
Time value: 1.41
Break-even: 259.10
Moneyness: 1.44
Premium: 0.06
Premium p.a.: 2.90
Spread abs.: 0.10
Spread %: 1.14%
Delta: 0.84
Theta: -1.03
Omega: 2.30
Rho: 0.05
 

Quote data

Open: 8.840
High: 9.580
Low: 8.830
Previous Close: 8.790
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.34%
1 Month  
+16.40%
3 Months  
+30.16%
YTD  
+65.17%
1 Year  
+226.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.710 8.790
1M High / 1M Low: 10.030 8.310
6M High / 6M Low: 10.030 3.830
High (YTD): 2024-05-27 10.030
Low (YTD): 2024-01-17 3.830
52W High: 2024-05-27 10.030
52W Low: 2023-11-01 2.190
Avg. price 1W:   9.214
Avg. volume 1W:   0.000
Avg. price 1M:   9.176
Avg. volume 1M:   0.000
Avg. price 6M:   6.539
Avg. volume 6M:   0.000
Avg. price 1Y:   5.332
Avg. volume 1Y:   0.000
Volatility 1M:   50.90%
Volatility 6M:   100.49%
Volatility 1Y:   102.74%
Volatility 3Y:   -