HSBC WAR. CALL 01/26 AMG/ DE000HS5RFE4 /
| 7/25/2024 5:35:29 PM | Chg.+0.200 | Bid5:54:07 PM | Ask5:54:07 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 9.150EUR | +2.23% | 9.200 Bid Size: 50,000 |
9.230 Ask Size: 50,000 |
Amgen Inc | 260.00 USD | 1/16/2026 | Call |
Master data
| WKN: | HS5RFE |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Amgen Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 260.00 USD |
| Maturity: | 1/16/2026 |
| Issue date: | 3/28/2024 |
| Last trading day: | 1/15/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.48 |
| Leverage: | Yes |
Calculated values
| Fair value: | 8.68 |
|---|---|
| Intrinsic value: | 6.98 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.22 |
| Parity: | 6.98 |
| Time value: | 1.93 |
| Break-even: | 329.00 |
| Moneyness: | 1.29 |
| Premium: | 0.06 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.03 |
| Spread %: | 0.34% |
| Delta: | 0.88 |
| Theta: | -0.04 |
| Omega: | 3.04 |
| Rho: | 2.69 |
Quote data
| Open: | 8.950 |
|---|---|
| High: | 9.170 |
| Low: | 8.880 |
| Previous Close: | 8.950 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +8.28% | ||
|---|---|---|---|
| 1 Month | +17.91% | ||
| 3 Months | +105.62% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 8.950 | 8.450 |
|---|---|---|
| 1M High / 1M Low: | 8.950 | 6.840 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 8.696 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 7.817 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 48.26% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
