HSBC Call 140 AMZN 15.01.2027
/ DE000HS2R4G9
HSBC Call 140 AMZN 15.01.2027/ DE000HS2R4G9 /
2024-09-05 9:35:49 PM |
Chg.+0.360 |
Bid9:59:32 PM |
Ask9:59:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.840EUR |
+6.57% |
5.810 Bid Size: 150,000 |
5.830 Ask Size: 150,000 |
Amazon.com Inc |
140.00 USD |
2027-01-15 |
Call |
Master data
WKN: |
HS2R4G |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
Amazon.com Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 USD |
Maturity: |
2027-01-15 |
Issue date: |
2023-10-31 |
Last trading day: |
2027-01-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.68 |
Intrinsic value: |
3.01 |
Implied volatility: |
0.38 |
Historic volatility: |
0.25 |
Parity: |
3.01 |
Time value: |
2.51 |
Break-even: |
181.55 |
Moneyness: |
1.24 |
Premium: |
0.16 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
0.36% |
Delta: |
0.79 |
Theta: |
-0.02 |
Omega: |
2.24 |
Rho: |
1.61 |
Quote data
Open: |
5.470 |
High: |
5.940 |
Low: |
5.430 |
Previous Close: |
5.480 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+0.17% |
1 Month |
|
|
+15.87% |
3 Months |
|
|
-13.99% |
YTD |
|
|
+24.26% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.850 |
5.480 |
1M High / 1M Low: |
5.970 |
4.920 |
6M High / 6M Low: |
8.220 |
4.820 |
High (YTD): |
2024-07-02 |
8.220 |
Low (YTD): |
2024-01-05 |
4.150 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.748 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.537 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.651 |
Avg. volume 6M: |
|
456.202 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
67.55% |
Volatility 6M: |
|
58.99% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |