HSBC WAR. CALL 06/24 VNX/ DE000HG4B493 /
| 04/06/2024 19:36:27 | Chg.-0.020 | Bid21:17:33 | Ask21:17:33 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 10.780EUR | -0.19% | 10.690 Bid Size: 50,000 |
10.790 Ask Size: 50,000 |
NXP Semiconductors N... | 150.00 - | 20/06/2024 | 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: | 20/06/2024 |
| Issue date: | 23/06/2022 |
| Last trading day: | 18/06/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 2.24 |
| Leverage: | Yes |
Calculated values
| Fair value: | 9.82 |
|---|---|
| Intrinsic value: | 9.80 |
| Implied volatility: | 2.84 |
| Historic volatility: | 0.31 |
| Parity: | 9.80 |
| Time value: | 1.25 |
| Break-even: | 260.50 |
| Moneyness: | 1.65 |
| Premium: | 0.05 |
| Premium p.a.: | 2.07 |
| Spread abs.: | 0.10 |
| Spread %: | 0.91% |
| Delta: | 0.87 |
| Theta: | -0.96 |
| Omega: | 1.96 |
| Rho: | 0.05 |
Quote data
| Open: | 10.900 |
|---|---|
| High: | 11.000 |
| Low: | 10.780 |
| Previous Close: | 10.800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -9.49% | ||
|---|---|---|---|
| 1 Month | +6.73% | ||
| 3 Months | +10.11% | ||
| YTD | +43.16% | ||
| 1 Year | +143.89% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 11.910 | 10.800 |
|---|---|---|
| 1M High / 1M Low: | 11.910 | 10.170 |
| 6M High / 6M Low: | 11.910 | 5.350 |
| High (YTD): | 28/05/2024 | 11.910 |
| Low (YTD): | 17/01/2024 | 5.350 |
| 52W High: | 28/05/2024 | 11.910 |
| 52W Low: | 01/11/2023 | 3.300 |
| Avg. price 1W: | 11.342 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 11.081 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 8.273 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 6.890 | |
| Avg. volume 1Y: | .388 | |
| Volatility 1M: | 41.64% | |
| Volatility 6M: | 78.68% | |
| Volatility 1Y: | 82.65% | |
| Volatility 3Y: | - |
