HSBC Call 160 AMZN 15.01.2027
/ DE000HS2R4J3
HSBC Call 160 AMZN 15.01.2027/ DE000HS2R4J3 /
9/6/2024 10:21:19 AM |
Chg.-0.190 |
Bid10:23:56 AM |
Ask10:23:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
4.600EUR |
-3.97% |
4.600 Bid Size: 150,000 |
4.640 Ask Size: 150,000 |
Amazon.com Inc |
160.00 USD |
1/15/2027 |
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: |
1/15/2027 |
Issue date: |
10/31/2023 |
Last trading day: |
1/14/2027 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.88 |
Intrinsic value: |
1.61 |
Implied volatility: |
0.37 |
Historic volatility: |
0.25 |
Parity: |
1.61 |
Time value: |
3.18 |
Break-even: |
191.90 |
Moneyness: |
1.11 |
Premium: |
0.20 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
0.21% |
Delta: |
0.73 |
Theta: |
-0.02 |
Omega: |
2.45 |
Rho: |
1.63 |
Quote data
Open: |
4.710 |
High: |
4.710 |
Low: |
4.600 |
Previous Close: |
4.790 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-3.77% |
1 Month |
|
|
+13.02% |
3 Months |
|
|
-19.16% |
YTD |
|
|
+21.05% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.790 |
4.470 |
1M High / 1M Low: |
4.910 |
3.970 |
6M High / 6M Low: |
7.040 |
3.900 |
High (YTD): |
7/2/2024 |
7.040 |
Low (YTD): |
1/5/2024 |
3.300 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.704 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.513 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.570 |
Avg. volume 6M: |
|
1.938 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
75.02% |
Volatility 6M: |
|
64.93% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |