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HSBC Call 200 NXPI 20.06.2024/  DE000HG4B4E5  /

Frankfurt Zert./HSBC
05/06/2024  12:35:26 Chg.+0.130 Bid12:39:29 Ask12:39:29 Underlying Strike price Expiration date Option type
6.170EUR +2.15% 6.160
Bid Size: 50,000		 6.360
Ask Size: 50,000		 NXP Semiconductors N... 200.00 - 20/06/2024 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: 20/06/2024
Issue date: 23/06/2022
Last trading day: 18/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.98
Leverage: Yes

Calculated values

Fair value: 4.53
Intrinsic value: 4.50
Implied volatility: 1.93
Historic volatility: 0.31
Parity: 4.50
Time value: 1.66
Break-even: 261.60
Moneyness: 1.23
Premium: 0.07
Premium p.a.: 3.93
Spread abs.: 0.10
Spread %: 1.65%
Delta: 0.76
Theta: -1.00
Omega: 3.04
Rho: 0.05
 

Quote data

Open: 6.090
High: 6.180
Low: 6.080
Previous Close: 6.040
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -11.22%
1 Month  
+12.39%
3 Months  
+27.48%
YTD  
+69.97%
1 Year  
+269.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.950 6.040
1M High / 1M Low: 7.280 5.550
6M High / 6M Low: 7.280 1.980
High (YTD): 27/05/2024 7.280
Low (YTD): 17/01/2024 1.980
52W High: 27/05/2024 7.280
52W Low: 01/11/2023 1.040
Avg. price 1W:   6.460
Avg. volume 1W:   0.000
Avg. price 1M:   6.425
Avg. volume 1M:   0.000
Avg. price 6M:   4.144
Avg. volume 6M:   0.000
Avg. price 1Y:   3.327
Avg. volume 1Y:   0.000
Volatility 1M:   72.36%
Volatility 6M:   147.06%
Volatility 1Y:   141.95%
Volatility 3Y:   -