HSBC WAR. CALL 01/26 AMG/ DE000HS5RFG9 /
| 2024-09-06 9:37:28 PM | Chg.-0.2100 | Bid9:59:55 PM | Ask9:59:55 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.0100EUR | -4.98% | 3.9400 Bid Size: 50,000 |
3.9600 Ask Size: 50,000 |
Amgen Inc | 320.00 USD | 2026-01-16 | Call |
Master data
| WKN: | HS5RFG |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Amgen Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 320.00 USD |
| Maturity: | 2026-01-16 |
| Issue date: | 2024-03-28 |
| Last trading day: | 2026-01-15 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.97 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.81 |
|---|---|
| Intrinsic value: | 0.39 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.22 |
| Parity: | 0.39 |
| Time value: | 3.80 |
| Break-even: | 329.90 |
| Moneyness: | 1.01 |
| Premium: | 0.13 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.02 |
| Spread %: | 0.48% |
| Delta: | 0.64 |
| Theta: | -0.05 |
| Omega: | 4.46 |
| Rho: | 1.97 |
Quote data
| Open: | 4.1400 |
|---|---|
| High: | 4.2400 |
| Low: | 3.9600 |
| Previous Close: | 4.2200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -16.81% | ||
|---|---|---|---|
| 1 Month | +8.09% | ||
| 3 Months | +6.93% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.8100 | 4.0100 |
|---|---|---|
| 1M High / 1M Low: | 4.8200 | 3.7100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.4380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.3874 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 86.73% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
