HSBC WAR. CALL 06/24 VNX/ DE000HG4B4A3 /
| 6/4/2024 9:35:21 PM | Chg.-0.060 | Bid9:59:58 PM | Ask9:59:58 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 9.810EUR | -0.61% | 9.720 Bid Size: 50,000 |
9.820 Ask Size: 50,000 |
NXP Semiconductors N... | 160.00 - | 6/20/2024 | Call |
Master data
| WKN: | HG4B4A |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | NXP Semiconductors NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 160.00 - |
| Maturity: | 6/20/2024 |
| Issue date: | 6/23/2022 |
| Last trading day: | 6/18/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 2.44 |
| Leverage: | Yes |
Calculated values
| Fair value: | 8.83 |
|---|---|
| Intrinsic value: | 8.80 |
| Implied volatility: | 2.66 |
| Historic volatility: | 0.31 |
| Parity: | 8.80 |
| Time value: | 1.35 |
| Break-even: | 261.50 |
| Moneyness: | 1.55 |
| Premium: | 0.05 |
| Premium p.a.: | 2.35 |
| Spread abs.: | 0.10 |
| Spread %: | 1.00% |
| Delta: | 0.86 |
| Theta: | -0.98 |
| Omega: | 2.09 |
| Rho: | 0.05 |
Quote data
| Open: | 9.990 |
|---|---|
| High: | 9.990 |
| Low: | 9.810 |
| Previous Close: | 9.870 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.74% | ||
|---|---|---|---|
| 1 Month | +6.86% | ||
| 3 Months | +10.10% | ||
| YTD | +46.20% | ||
| 1 Year | +156.14% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 10.990 | 9.870 |
|---|---|---|
| 1M High / 1M Low: | 11.000 | 9.240 |
| 6M High / 6M Low: | 11.000 | 4.570 |
| High (YTD): | 5/22/2024 | 11.000 |
| Low (YTD): | 1/17/2024 | 4.570 |
| 52W High: | 5/22/2024 | 11.000 |
| 52W Low: | 11/1/2023 | 2.720 |
| Avg. price 1W: | 10.422 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 10.163 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 7.404 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 6.109 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 47.03% | |
| Volatility 6M: | 88.29% | |
| Volatility 1Y: | 91.14% | |
| Volatility 3Y: | - |
