HSBC WAR. CALL 06/24 VNX/ DE000HG4B4E5 /
| 6/5/2024 11:35:22 AM | Chg.+0.060 | Bid12:47:58 PM | Ask12:47:58 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.180EUR | +0.98% | 6.170 Bid Size: 50,000 |
6.370 Ask Size: 50,000 |
NXP Semiconductors N... | 200.00 - | 6/20/2024 | 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: | 6/20/2024 |
| Issue date: | 6/23/2022 |
| Last trading day: | 6/18/2024 |
| 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: | 6.120 |
|---|---|
| High: | 6.180 |
| Low: | 6.120 |
| Previous Close: | 6.120 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -11.71% | ||
|---|---|---|---|
| 1 Month | +11.55% | ||
| 3 Months | +26.12% | ||
| YTD | +65.68% | ||
| 1 Year | +270.06% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 7.000 | 6.120 |
|---|---|---|
| 1M High / 1M Low: | 7.320 | 5.560 |
| 6M High / 6M Low: | 7.320 | 1.980 |
| High (YTD): | 5/28/2024 | 7.320 |
| Low (YTD): | 1/17/2024 | 1.980 |
| 52W High: | 5/28/2024 | 7.320 |
| 52W Low: | 11/1/2023 | 1.040 |
| Avg. price 1W: | 6.506 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 6.474 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 4.184 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 3.355 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 69.35% | |
| Volatility 6M: | 144.42% | |
| Volatility 1Y: | 139.06% | |
| Volatility 3Y: | - |
