HSBC WAR. CALL 06/24 VNX/  DE000HG4B4B1  /

gettex Zettex2
6/14/2024  9:37:27 PM Chg.-0.570 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
9.230EUR -5.82% 9.190
Bid Size: 50,000
9.290
Ask Size: 50,000
NXP Semiconductors N... 170.00 - 6/20/2024 Call
 

Master data

WKN: HG4B4B
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 6/20/2024
Issue date: 6/23/2022
Last trading day: 6/18/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.74
Leverage: Yes

Calculated values

Fair value: 8.51
Intrinsic value: 8.50
Implied volatility: 3.62
Historic volatility: 0.30
Parity: 8.50
Time value: 0.79
Break-even: 262.90
Moneyness: 1.50
Premium: 0.03
Premium p.a.: 8.27
Spread abs.: 0.10
Spread %: 1.09%
Delta: 0.88
Theta: -2.18
Omega: 2.41
Rho: 0.02
 

Quote data

Open: 9.860
High: 9.860
Low: 9.200
Previous Close: 9.800
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.74%
1 Month
  -1.60%
3 Months  
+45.13%
YTD  
+55.91%
1 Year  
+118.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.280 9.230
1M High / 1M Low: 10.280 8.870
6M High / 6M Low: 10.280 3.830
High (YTD): 6/12/2024 10.280
Low (YTD): 1/17/2024 3.830
52W High: 6/12/2024 10.280
52W Low: 11/1/2023 2.190
Avg. price 1W:   9.828
Avg. volume 1W:   0.000
Avg. price 1M:   9.588
Avg. volume 1M:   0.000
Avg. price 6M:   6.890
Avg. volume 6M:   0.000
Avg. price 1Y:   5.561
Avg. volume 1Y:   .941
Volatility 1M:   60.71%
Volatility 6M:   95.36%
Volatility 1Y:   98.73%
Volatility 3Y:   -