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HSBC Call 180 NXPI 20.06.2024/  DE000HG4B4C9  /

EUWAX
2024-06-14  8:39:29 AM Chg.-0.69 Bid10:00:10 PM Ask10:00:10 PM Underlying Strike price Expiration date Option type
8.91EUR -7.19% -
Bid Size: -		 -
Ask Size: -		 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: 3.37
Historic volatility: 0.30
Parity: 7.50
Time value: 0.87
Break-even: 263.70
Moneyness: 1.42
Premium: 0.03
Premium p.a.: 10.58
Spread abs.: 0.10
Spread %: 1.21%
Delta: 0.86
Theta: -2.25
Omega: 2.62
Rho: 0.02
 

Quote data

Open: 8.91
High: 8.91
Low: 8.91
Previous Close: 9.60
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.32%
1 Month  
+10.00%
3 Months  
+50.25%
YTD  
+69.71%
1 Year  
+144.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.60 8.36
1M High / 1M Low: 9.60 7.96
6M High / 6M Low: 9.60 3.10
High (YTD): 2024-06-13 9.60
Low (YTD): 2024-01-17 3.10
52W High: 2024-06-13 9.60
52W Low: 2023-11-01 1.75
Avg. price 1W:   8.98
Avg. volume 1W:   0.00
Avg. price 1M:   8.63
Avg. volume 1M:   0.00
Avg. price 6M:   5.97
Avg. volume 6M:   2.40
Avg. price 1Y:   4.78
Avg. volume 1Y:   1.18
Volatility 1M:   75.94%
Volatility 6M:   124.94%
Volatility 1Y:   121.46%
Volatility 3Y:   -