HSBC WAR. CALL 06/24 VNX/ DE000HG4B4B1 /
| 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: | - |
