HSBC WAR. CALL 06/24 VNX/ DE000HG4B4F2 /
| 2024-06-05 5:37:11 PM | Chg.+0.5900 | Bid5:39:30 PM | Ask5:39:30 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.8900EUR | +13.72% | 4.8900 Bid Size: 50,000 |
4.9900 Ask Size: 50,000 |
NXP Semiconductors N... | 220.00 - | 2024-06-20 | Call |
Master data
| WKN: | HG4B4F |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | NXP Semiconductors NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 - |
| Maturity: | 2024-06-20 |
| Issue date: | 2022-06-23 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.65 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.56 |
|---|---|
| Intrinsic value: | 2.50 |
| Implied volatility: | 1.55 |
| Historic volatility: | 0.31 |
| Parity: | 2.50 |
| Time value: | 1.84 |
| Break-even: | 263.40 |
| Moneyness: | 1.11 |
| Premium: | 0.08 |
| Premium p.a.: | 4.82 |
| Spread abs.: | 0.10 |
| Spread %: | 2.36% |
| Delta: | 0.69 |
| Theta: | -0.91 |
| Omega: | 3.91 |
| Rho: | 0.05 |
Quote data
| Open: | 4.3000 |
|---|---|
| High: | 4.8900 |
| Low: | 4.3000 |
| Previous Close: | 4.3000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.42% | ||
|---|---|---|---|
| 1 Month | +30.05% | ||
| 3 Months | +43.40% | ||
| YTD | +94.82% | ||
| 1 Year | +340.54% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.1700 | 4.3000 |
|---|---|---|
| 1M High / 1M Low: | 5.4900 | 3.7700 |
| 6M High / 6M Low: | 5.4900 | 1.0400 |
| High (YTD): | 2024-05-28 | 5.4900 |
| Low (YTD): | 2024-04-19 | 1.0400 |
| 52W High: | 2024-05-28 | 5.4900 |
| 52W Low: | 2023-11-01 | 0.6000 |
| Avg. price 1W: | 4.6780 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.6550 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.8076 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.2673 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 98.77% | |
| Volatility 6M: | 186.59% | |
| Volatility 1Y: | 171.21% | |
| Volatility 3Y: | - |
