HSBC Call 170 AMZN 15.01.2027
/ DE000HS2R4K1
HSBC Call 170 AMZN 15.01.2027/ DE000HS2R4K1 /
06/09/2024 08:17:44 |
Chg.+0.24 |
Bid13:17:45 |
Ask13:17:45 |
Underlying |
Strike price |
Expiration date |
Option type |
4.25EUR |
+5.99% |
4.16 Bid Size: 150,000 |
4.18 Ask Size: 150,000 |
Amazon.com Inc |
170.00 USD |
15/01/2027 |
Call |
Master data
WKN: |
HS2R4K |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
Amazon.com Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
170.00 USD |
Maturity: |
15/01/2027 |
Issue date: |
31/10/2023 |
Last trading day: |
14/01/2027 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.40 |
Intrinsic value: |
0.71 |
Implied volatility: |
0.36 |
Historic volatility: |
0.25 |
Parity: |
0.71 |
Time value: |
3.61 |
Break-even: |
196.20 |
Moneyness: |
1.05 |
Premium: |
0.23 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
0.23% |
Delta: |
0.69 |
Theta: |
-0.02 |
Omega: |
2.57 |
Rho: |
1.60 |
Quote data
Open: |
4.25 |
High: |
4.25 |
Low: |
4.25 |
Previous Close: |
4.01 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.99% |
1 Month |
|
|
+13.33% |
3 Months |
|
|
-14.66% |
YTD |
|
|
+24.27% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.34 |
4.01 |
1M High / 1M Low: |
4.52 |
3.54 |
6M High / 6M Low: |
6.53 |
3.04 |
High (YTD): |
03/07/2024 |
6.53 |
Low (YTD): |
05/01/2024 |
2.94 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.16 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.06 |
Avg. volume 1M: |
|
56.52 |
Avg. price 6M: |
|
5.08 |
Avg. volume 6M: |
|
10.08 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
85.31% |
Volatility 6M: |
|
86.92% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |