HSBC WAR. CALL 06/24 VNX/ DE000HG4B4C9 /
| 14/06/2024 21:35:37 | Chg.-0.570 | Bid21:59:54 | Ask21:59:54 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 8.300EUR | -6.43% | 8.260 Bid Size: 50,000 |
8.360 Ask Size: 50,000 |
NXP Semiconductors N... | 180.00 - | 20/06/2024 | Call |
Master data
| WKN: | HG4B4C |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | NXP Semiconductors NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 180.00 - |
| Maturity: | 20/06/2024 |
| Issue date: | 23/06/2022 |
| Last trading day: | 18/06/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.05 |
| Leverage: | Yes |
Calculated values
| Fair value: | 7.51 |
|---|---|
| Intrinsic value: | 7.50 |
| Implied volatility: | 3.37 |
| Historic volatility: | 0.30 |
| Parity: | 7.50 |
| Time value: | 0.87 |
| Break-even: | 263.70 |
| Moneyness: | 1.42 |
| Premium: | 0.03 |
| Premium p.a.: | 10.58 |
| Spread abs.: | 0.10 |
| Spread %: | 1.21% |
| Delta: | 0.86 |
| Theta: | -2.25 |
| Omega: | 2.62 |
| Rho: | 0.02 |
Quote data
| Open: | 8.930 |
|---|---|
| High: | 8.930 |
| Low: | 8.270 |
| Previous Close: | 8.870 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.15% | ||
|---|---|---|---|
| 1 Month | -1.89% | ||
| 3 Months | +50.36% | ||
| YTD | +61.17% | ||
| 1 Year | +127.40% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 9.340 | 8.300 |
|---|---|---|
| 1M High / 1M Low: | 9.340 | 7.970 |
| 6M High / 6M Low: | 9.340 | 3.140 |
| High (YTD): | 12/06/2024 | 9.340 |
| Low (YTD): | 17/01/2024 | 3.140 |
| 52W High: | 12/06/2024 | 9.340 |
| 52W Low: | 01/11/2023 | 1.740 |
| Avg. price 1W: | 8.894 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 8.669 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 6.044 | |
| Avg. volume 6M: | 1.600 | |
| Avg. price 1Y: | 4.833 | |
| Avg. volume 1Y: | 1.172 | |
| Volatility 1M: | 66.69% | |
| Volatility 6M: | 107.40% | |
| Volatility 1Y: | 110.24% | |
| Volatility 3Y: | - |
