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HSBC Call 240 NXPI 20.06.2024/  DE000HG4B4G0  /

EUWAX
2024-06-14  8:39:29 AM Chg.-0.73 Bid10:00:10 PM Ask10:00:10 PM Underlying Strike price Expiration date Option type
3.33EUR -17.98% -
Bid Size: -		 -
Ask Size: -		 NXP Semiconductors N... 240.00 - 2024-06-20 Call
 

Master data

WKN: HG4B4G
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 240.00 -
Maturity: 2024-06-20
Issue date: 2022-06-23
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.17
Leverage: Yes

Calculated values

Fair value: 1.53
Intrinsic value: 1.50
Implied volatility: 1.67
Historic volatility: 0.30
Parity: 1.50
Time value: 1.28
Break-even: 267.80
Moneyness: 1.06
Premium: 0.05
Premium p.a.: 34.71
Spread abs.: 0.10
Spread %: 3.73%
Delta: 0.66
Theta: -1.85
Omega: 6.05
Rho: 0.02
 

Quote data

Open: 3.33
High: 3.33
Low: 3.33
Previous Close: 4.06
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.22%
1 Month  
+22.88%
3 Months  
+119.08%
YTD  
+101.82%
1 Year  
+160.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.06 2.80
1M High / 1M Low: 4.06 2.49
6M High / 6M Low: 4.06 0.45
High (YTD): 2024-06-13 4.06
Low (YTD): 2024-04-22 0.45
52W High: 2024-06-13 4.06
52W Low: 2023-11-01 0.32
Avg. price 1W:   3.40
Avg. volume 1W:   0.00
Avg. price 1M:   3.14
Avg. volume 1M:   0.00
Avg. price 6M:   1.79
Avg. volume 6M:   0.00
Avg. price 1Y:   1.46
Avg. volume 1Y:   0.00
Volatility 1M:   216.87%
Volatility 6M:   300.01%
Volatility 1Y:   249.79%
Volatility 3Y:   -