OverviewChartNewsTraderScreen

HSBC Call 170 NXPI 20.06.2024/  DE000HG4B4B1  /

Frankfurt Zert./HSBC
6/14/2024  9:35:38 PM Chg.-0.570 Bid9:59:28 PM Ask9:59:28 PM Underlying Strike price Expiration date Option type
9.230EUR -5.82% 9.190
Bid Size: 50,000		 9.290
Ask Size: 50,000		 NXP Semiconductors N... 170.00 - 6/20/2024 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: 6/20/2024
Issue date: 6/23/2022
Last trading day: 6/18/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.74
Leverage: Yes

Calculated values

Fair value: 8.51
Intrinsic value: 8.50
Implied volatility: 3.62
Historic volatility: 0.30
Parity: 8.50
Time value: 0.79
Break-even: 262.90
Moneyness: 1.50
Premium: 0.03
Premium p.a.: 8.27
Spread abs.: 0.10
Spread %: 1.09%
Delta: 0.88
Theta: -2.18
Omega: 2.41
Rho: 0.02
 

Quote data

Open: 9.860
High: 9.870
Low: 9.050
Previous Close: 9.800
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.70%
1 Month
  -1.60%
3 Months  
+45.58%
YTD  
+59.14%
1 Year  
+118.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.160 9.230
1M High / 1M Low: 10.160 8.790
6M High / 6M Low: 10.160 3.830
High (YTD): 6/12/2024 10.160
Low (YTD): 1/17/2024 3.830
52W High: 6/12/2024 10.160
52W Low: 11/1/2023 2.190
Avg. price 1W:   9.800
Avg. volume 1W:   0.000
Avg. price 1M:   9.538
Avg. volume 1M:   0.000
Avg. price 6M:   6.840
Avg. volume 6M:   0.000
Avg. price 1Y:   5.521
Avg. volume 1Y:   0.000
Volatility 1M:   62.78%
Volatility 6M:   97.44%
Volatility 1Y:   101.37%
Volatility 3Y:   -