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HSBC Call 250 NXPI 20.06.2024/  DE000HG4B4H8  /

EUWAX
2024-06-14  8:39:29 AM Chg.-0.74 Bid10:00:10 PM Ask10:00:10 PM Underlying Strike price Expiration date Option type
2.40EUR -23.57% -
Bid Size: -		 -
Ask Size: -		 NXP Semiconductors N... 250.00 - 2024-06-20 Call
 

Master data

WKN: HG4B4H
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 2024-06-20
Issue date: 2022-06-23
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.71
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.50
Implied volatility: 1.35
Historic volatility: 0.30
Parity: 0.50
Time value: 1.36
Break-even: 268.60
Moneyness: 1.02
Premium: 0.05
Premium p.a.: 43.39
Spread abs.: 0.10
Spread %: 5.68%
Delta: 0.58
Theta: -1.59
Omega: 7.98
Rho: 0.02
 

Quote data

Open: 2.40
High: 2.40
Low: 2.40
Previous Close: 3.14
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.98%
1 Month  
+24.35%
3 Months  
+76.47%
YTD  
+88.98%
1 Year  
+128.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.14 1.89
1M High / 1M Low: 3.14 1.67
6M High / 6M Low: 3.14 0.27
High (YTD): 2024-06-13 3.14
Low (YTD): 2024-04-23 0.27
52W High: 2024-06-13 3.14
52W Low: 2023-11-01 0.23
Avg. price 1W:   2.49
Avg. volume 1W:   0.00
Avg. price 1M:   2.28
Avg. volume 1M:   0.00
Avg. price 6M:   1.32
Avg. volume 6M:   0.00
Avg. price 1Y:   1.11
Avg. volume 1Y:   0.00
Volatility 1M:   296.89%
Volatility 6M:   356.37%
Volatility 1Y:   288.53%
Volatility 3Y:   -