HSBC WAR. CALL 06/24 VNX/ DE000HG4B493 /
| 6/3/2024 5:36:51 PM | Chg.-0.060 | Bid6:04:30 PM | Ask6:04:30 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 11.050EUR | -0.54% | 10.840 Bid Size: 50,000 |
10.940 Ask Size: 50,000 |
NXP Semiconductors N... | 150.00 - | 6/20/2024 | Call |
Master data
| WKN: | HG4B49 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | NXP Semiconductors NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 - |
| Maturity: | 6/20/2024 |
| Issue date: | 6/23/2022 |
| Last trading day: | 6/18/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 2.20 |
| Leverage: | Yes |
Calculated values
| Fair value: | 9.93 |
|---|---|
| Intrinsic value: | 9.90 |
| Implied volatility: | 2.92 |
| Historic volatility: | 0.31 |
| Parity: | 9.90 |
| Time value: | 1.43 |
| Break-even: | 263.30 |
| Moneyness: | 1.66 |
| Premium: | 0.06 |
| Premium p.a.: | 2.32 |
| Spread abs.: | 0.10 |
| Spread %: | 0.89% |
| Delta: | 0.87 |
| Theta: | -0.99 |
| Omega: | 1.91 |
| Rho: | 0.05 |
Quote data
| Open: | 11.190 |
|---|---|
| High: | 11.370 |
| Low: | 11.050 |
| Previous Close: | 11.110 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.14% | ||
|---|---|---|---|
| 1 Month | +9.41% | ||
| 3 Months | +9.51% | ||
| YTD | +46.75% | ||
| 1 Year | +150.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 11.910 | 11.110 |
|---|---|---|
| 1M High / 1M Low: | 11.910 | 10.100 |
| 6M High / 6M Low: | 11.910 | 5.350 |
| High (YTD): | 5/28/2024 | 11.910 |
| Low (YTD): | 1/17/2024 | 5.350 |
| 52W High: | 5/28/2024 | 11.910 |
| 52W Low: | 11/1/2023 | 3.300 |
| Avg. price 1W: | 11.562 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 11.048 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 8.253 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 6.875 | |
| Avg. volume 1Y: | .390 | |
| Volatility 1M: | 40.02% | |
| Volatility 6M: | 78.84% | |
| Volatility 1Y: | 82.75% | |
| Volatility 3Y: | - |
