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HSBC Call 190 NXPI 20.06.2024/  DE000HG4B4D7  /

Frankfurt Zert./HSBC
6/14/2024  9:35:40 PM Chg.-0.580 Bid9:59:54 PM Ask9:59:54 PM Underlying Strike price Expiration date Option type
7.370EUR -7.30% 7.330
Bid Size: 50,000		 7.430
Ask Size: 50,000		 NXP Semiconductors N... 190.00 - 6/20/2024 Call
 

Master data

WKN: HG4B4D
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 190.00 -
Maturity: 6/20/2024
Issue date: 6/23/2022
Last trading day: 6/18/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.43
Leverage: Yes

Calculated values

Fair value: 6.51
Intrinsic value: 6.50
Implied volatility: 3.09
Historic volatility: 0.30
Parity: 6.50
Time value: 0.93
Break-even: 264.30
Moneyness: 1.34
Premium: 0.04
Premium p.a.: 12.67
Spread abs.: 0.10
Spread %: 1.36%
Delta: 0.84
Theta: -2.25
Omega: 2.88
Rho: 0.02
 

Quote data

Open: 8.000
High: 8.010
Low: 7.190
Previous Close: 7.950
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.38%
1 Month
  -2.38%
3 Months  
+57.82%
YTD  
+71.00%
1 Year  
+135.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.310 7.370
1M High / 1M Low: 8.310 6.960
6M High / 6M Low: 8.310 2.530
High (YTD): 6/12/2024 8.310
Low (YTD): 1/17/2024 2.530
52W High: 6/12/2024 8.310
52W Low: 11/1/2023 1.350
Avg. price 1W:   7.946
Avg. volume 1W:   0.000
Avg. price 1M:   7.702
Avg. volume 1M:   0.000
Avg. price 6M:   5.178
Avg. volume 6M:   0.000
Avg. price 1Y:   4.113
Avg. volume 1Y:   0.000
Volatility 1M:   77.38%
Volatility 6M:   124.95%
Volatility 1Y:   125.79%
Volatility 3Y:   -