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: | - |