HSBC Call 150 AMZN 15.01.2027
/ DE000HS2R4H7
HSBC Call 150 AMZN 15.01.2027/ DE000HS2R4H7 /
10/9/2024 8:18:17 AM |
Chg.+0.14 |
Bid4:14:06 PM |
Ask4:14:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.61EUR |
+2.56% |
5.70 Bid Size: 150,000 |
5.72 Ask Size: 150,000 |
Amazon.com Inc |
150.00 USD |
1/15/2027 |
Call |
Master data
WKN: |
HS2R4H |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
Amazon.com Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 USD |
Maturity: |
1/15/2027 |
Issue date: |
10/31/2023 |
Last trading day: |
1/14/2027 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.70 |
Intrinsic value: |
2.98 |
Implied volatility: |
0.38 |
Historic volatility: |
0.25 |
Parity: |
2.98 |
Time value: |
2.69 |
Break-even: |
193.37 |
Moneyness: |
1.22 |
Premium: |
0.16 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
0.35% |
Delta: |
0.78 |
Theta: |
-0.02 |
Omega: |
2.28 |
Rho: |
1.64 |
Quote data
Open: |
5.61 |
High: |
5.61 |
Low: |
5.61 |
Previous Close: |
5.47 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-0.71% |
1 Month |
|
|
+14.49% |
3 Months |
|
|
-25.00% |
YTD |
|
|
+32.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.89 |
5.47 |
1M High / 1M Low: |
6.37 |
4.90 |
6M High / 6M Low: |
7.72 |
4.10 |
High (YTD): |
7/3/2024 |
7.72 |
Low (YTD): |
1/5/2024 |
3.71 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.66 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.81 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
6.06 |
Avg. volume 6M: |
|
46.69 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
57.57% |
Volatility 6M: |
|
75.25% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |