HSBC Call 160 AMZN 15.01.2027/  DE000HS2R4J3  /

Frankfurt Zert./HSBC
2024-07-05  9:35:32 PM Chg.+0.080 Bid9:58:55 PM Ask9:58:55 PM Underlying Strike price Expiration date Option type
6.940EUR +1.17% 6.930
Bid Size: 150,000
6.950
Ask Size: 150,000
Amazon.com Inc 160.00 USD 2027-01-15 Call
 

Master data

WKN: HS2R4J
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: Amazon.com Inc
Type: Warrant
Option type: Call
Strike price: 160.00 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: 2.65
Leverage: Yes

Calculated values

Fair value: 5.75
Intrinsic value: 3.69
Implied volatility: 0.40
Historic volatility: 0.25
Parity: 3.69
Time value: 3.26
Break-even: 217.11
Moneyness: 1.25
Premium: 0.18
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 0.29%
Delta: 0.79
Theta: -0.03
Omega: 2.10
Rho: 1.94
 

Quote data

Open: 6.840
High: 6.990
Low: 6.810
Previous Close: 6.860
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.28%
1 Month  
+20.07%
3 Months  
+16.05%
YTD  
+82.63%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.040 6.830
1M High / 1M Low: 7.040 5.610
6M High / 6M Low: 7.040 3.550
High (YTD): 2024-07-02 7.040
Low (YTD): 2024-01-05 3.300
52W High: - -
52W Low: - -
Avg. price 1W:   6.904
Avg. volume 1W:   0.000
Avg. price 1M:   6.190
Avg. volume 1M:   0.000
Avg. price 6M:   5.380
Avg. volume 6M:   16.661
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   53.22%
Volatility 6M:   57.96%
Volatility 1Y:   -
Volatility 3Y:   -