HSBC Call 170 NXPI 20.06.2024
/ DE000HG4B4B1
HSBC Call 170 NXPI 20.06.2024/ DE000HG4B4B1 /
05/06/2024 12:35:26 |
Chg.+0.130 |
Bid05/06/2024 |
Ask05/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
8.920EUR |
+1.48% |
8.920 Bid Size: 50,000 |
9.120 Ask Size: 50,000 |
NXP Semiconductors N... |
170.00 - |
20/06/2024 |
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: |
20/06/2024 |
Issue date: |
23/06/2022 |
Last trading day: |
18/06/2024 |
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: |
8.930 |
Low: |
8.830 |
Previous Close: |
8.790 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-8.14% |
1 Month |
|
|
+8.38% |
3 Months |
|
|
+21.20% |
YTD |
|
|
+53.79% |
1 Year |
|
|
+204.44% |
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): |
27/05/2024 |
10.030 |
Low (YTD): |
17/01/2024 |
3.830 |
52W High: |
27/05/2024 |
10.030 |
52W Low: |
01/11/2023 |
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: |
|
- |