HSBC Call 140 AMZN 15.01.2027
/ DE000HS2R4G9
HSBC Call 140 AMZN 15.01.2027/ DE000HS2R4G9 /
2024-10-09 1:00:30 PM |
Chg.+0.020 |
Bid1:09:51 PM |
Ask1:09:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.230EUR |
+0.32% |
6.260 Bid Size: 150,000 |
6.300 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: |
2.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.32 |
Intrinsic value: |
3.89 |
Implied volatility: |
0.39 |
Historic volatility: |
0.25 |
Parity: |
3.89 |
Time value: |
2.34 |
Break-even: |
189.86 |
Moneyness: |
1.31 |
Premium: |
0.14 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
0.32% |
Delta: |
0.81 |
Theta: |
-0.02 |
Omega: |
2.16 |
Rho: |
1.64 |
Quote data
Open: |
6.180 |
High: |
6.250 |
Low: |
6.170 |
Previous Close: |
6.210 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-1.74% |
1 Month |
|
|
+11.85% |
3 Months |
|
|
-23.28% |
YTD |
|
|
+32.55% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.460 |
6.080 |
1M High / 1M Low: |
6.980 |
5.570 |
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: |
|
6.236 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.419 |
Avg. volume 1M: |
|
7.273 |
Avg. price 6M: |
|
6.623 |
Avg. volume 6M: |
|
438.538 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
55.99% |
Volatility 6M: |
|
62.20% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |