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HSBC Call 160 AMZN 15.01.2027/  DE000HS2R4J3  /

Frankfurt Zert./HSBC
11/11/2024  9:35:19 PM Chg.-0.100 Bid9:59:30 PM Ask9:59:30 PM Underlying Strike price Expiration date Option type
6.990EUR -1.41% -
Bid Size: -		 -
Ask Size: -		 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: 2.73
Leverage: Yes

Calculated values

Fair value: 6.05
Intrinsic value: 4.50
Implied volatility: 0.39
Historic volatility: 0.25
Parity: 4.50
Time value: 2.61
Break-even: 220.45
Moneyness: 1.30
Premium: 0.13
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 0.28%
Delta: 0.81
Theta: -0.03
Omega: 2.20
Rho: 1.86
 

Quote data

Open: 7.110
High: 7.300
Low: 6.950
Previous Close: 7.090
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+11.48%
1 Month  
+25.04%
3 Months  
+69.66%
YTD  
+83.95%
1 Year  
+99.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.160 6.270
1M High / 1M Low: 7.160 5.320
6M High / 6M Low: 7.160 3.900
High (YTD): 11/7/2024 7.160
Low (YTD): 1/5/2024 3.300
52W High: 11/7/2024 7.160
52W Low: 1/5/2024 3.300
Avg. price 1W:   6.874
Avg. volume 1W:   0.000
Avg. price 1M:   5.916
Avg. volume 1M:   0.000
Avg. price 6M:   5.525
Avg. volume 6M:   1.908
Avg. price 1Y:   5.109
Avg. volume 1Y:   9.396
Volatility 1M:   82.69%
Volatility 6M:   72.73%
Volatility 1Y:   66.82%
Volatility 3Y:   -