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HSBC Call 180 NXPI 20.06.2024/  DE000HG4B4C9  /

Frankfurt Zert./HSBC
2024-06-18  8:35:22 AM Chg.0.000 Bid8:45:20 AM Ask8:45:20 AM Underlying Strike price Expiration date Option type
8.420EUR 0.00% 8.420
Bid Size: 50,000		 8.620
Ask Size: 50,000		 NXP Semiconductors N... 180.00 - 2024-06-20 Call
 

Master data

WKN: HG4B4C
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 180.00 -
Maturity: 2024-06-20
Issue date: 2022-06-23
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.05
Leverage: Yes

Calculated values

Fair value: 7.51
Intrinsic value: 7.50
Implied volatility: 4.35
Historic volatility: 0.30
Parity: 7.50
Time value: 0.87
Break-even: 263.70
Moneyness: 1.42
Premium: 0.03
Premium p.a.: 58.25
Spread abs.: 0.10
Spread %: 1.21%
Delta: 0.86
Theta: -3.74
Omega: 2.62
Rho: 0.01
 

Quote data

Open: 8.420
High: 8.420
Low: 8.370
Previous Close: 8.420
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.34%
1 Month  
+4.21%
3 Months  
+57.09%
YTD  
+67.06%
1 Year  
+125.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.230 8.300
1M High / 1M Low: 9.230 7.870
6M High / 6M Low: 9.230 3.140
High (YTD): 2024-06-12 9.230
Low (YTD): 2024-01-17 3.140
52W High: 2024-06-12 9.230
52W Low: 2023-11-01 1.740
Avg. price 1W:   8.764
Avg. volume 1W:   0.000
Avg. price 1M:   8.656
Avg. volume 1M:   0.000
Avg. price 6M:   6.018
Avg. volume 6M:   0.000
Avg. price 1Y:   4.821
Avg. volume 1Y:   0.000
Volatility 1M:   67.72%
Volatility 6M:   109.70%
Volatility 1Y:   112.99%
Volatility 3Y:   -