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HSBC Call 200 NXPI 20.06.2024/  DE000HG4B4E5  /

Frankfurt Zert./HSBC
6/4/2024  7:00:58 PM Chg.-0.020 Bid7:04:24 PM Ask7:04:24 PM Underlying Strike price Expiration date Option type
6.180EUR -0.32% 6.160
Bid Size: 50,000		 6.260
Ask Size: 50,000		 NXP Semiconductors N... 200.00 - 6/20/2024 Call
 

Master data

WKN: HG4B4E
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 6/20/2024
Issue date: 6/23/2022
Last trading day: 6/18/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.83
Leverage: Yes

Calculated values

Fair value: 4.83
Intrinsic value: 4.80
Implied volatility: 1.92
Historic volatility: 0.31
Parity: 4.80
Time value: 1.68
Break-even: 264.80
Moneyness: 1.24
Premium: 0.07
Premium p.a.: 3.46
Spread abs.: 0.10
Spread %: 1.57%
Delta: 0.77
Theta: -0.96
Omega: 2.95
Rho: 0.06
 

Quote data

Open: 6.330
High: 6.410
Low: 6.070
Previous Close: 6.200
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -14.52%
1 Month  
+12.57%
3 Months  
+13.19%
YTD  
+70.25%
1 Year  
+220.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.230 6.200
1M High / 1M Low: 7.280 5.550
6M High / 6M Low: 7.280 1.980
High (YTD): 5/27/2024 7.280
Low (YTD): 1/17/2024 1.980
52W High: 5/27/2024 7.280
52W Low: 11/1/2023 1.040
Avg. price 1W:   6.698
Avg. volume 1W:   0.000
Avg. price 1M:   6.444
Avg. volume 1M:   0.000
Avg. price 6M:   4.113
Avg. volume 6M:   0.000
Avg. price 1Y:   3.316
Avg. volume 1Y:   0.000
Volatility 1M:   73.36%
Volatility 6M:   146.97%
Volatility 1Y:   142.18%
Volatility 3Y:   -