HSBC WAR. CALL 01/27 AMZ/ DE000HS2R4L9 /
| 11/11/2024 21:37:37 | Chg.-0.090 | Bid21:59:59 | Ask21:59:59 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.840EUR | -1.52% | 5.850 Bid Size: 150,000 |
5.870 Ask Size: 150,000 |
Amazon.com Inc | 180.00 USD | 15/01/2027 | Call |
Master data
| WKN: | HS2R4L |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Amazon.com Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 180.00 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: | 3.28 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.81 |
|---|---|
| Intrinsic value: | 2.63 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.25 |
| Parity: | 2.63 |
| Time value: | 3.30 |
| Break-even: | 227.31 |
| Moneyness: | 1.16 |
| Premium: | 0.17 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.02 |
| Spread %: | 0.34% |
| Delta: | 0.75 |
| Theta: | -0.03 |
| Omega: | 2.45 |
| Rho: | 1.87 |
Quote data
| Open: | 5.940 |
|---|---|
| High: | 6.070 |
| Low: | 5.780 |
| Previous Close: | 5.930 |
| Turnover: | 28.900 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +12.74% | ||
|---|---|---|---|
| 1 Month | +27.51% | ||
| 3 Months | +76.97% | ||
| YTD | +90.85% | ||
| 1 Year | +107.83% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.010 | 5.180 |
|---|---|---|
| 1M High / 1M Low: | 6.010 | 4.340 |
| 6M High / 6M Low: | 6.010 | 3.150 |
| High (YTD): | 07/11/2024 | 6.010 |
| Low (YTD): | 05/01/2024 | 2.610 |
| 52W High: | 07/11/2024 | 6.010 |
| 52W Low: | 05/01/2024 | 2.610 |
| Avg. price 1W: | 5.734 | |
| Avg. volume 1W: | 1 | |
| Avg. price 1M: | 4.874 | |
| Avg. volume 1M: | .238 | |
| Avg. price 6M: | 4.562 | |
| Avg. volume 6M: | .076 | |
| Avg. price 1Y: | 4.205 | |
| Avg. volume 1Y: | .863 | |
| Volatility 1M: | 92.01% | |
| Volatility 6M: | 78.93% | |
| Volatility 1Y: | 72.87% | |
| Volatility 3Y: | - |
