HSBC WAR. CALL 01/27 AMZ/ DE000HS2R4N5 /
| 11/12/2024 1:37:03 PM | Chg.+0.0400 | Bid3:05:48 PM | Ask3:05:48 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.8200EUR | +0.84% | 4.9300 Bid Size: 150,000 |
4.9500 Ask Size: 150,000 |
Amazon.com Inc | 200.00 USD | 1/15/2027 | Call |
Master data
| WKN: | HS2R4N |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Amazon.com Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 200.00 USD |
| Maturity: | 1/15/2027 |
| Issue date: | 10/31/2023 |
| Last trading day: | 1/14/2027 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.03 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.70 |
|---|---|
| Intrinsic value: | 0.64 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.25 |
| Parity: | 0.64 |
| Time value: | 4.17 |
| Break-even: | 235.66 |
| Moneyness: | 1.03 |
| Premium: | 0.21 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.01 |
| Spread %: | 0.21% |
| Delta: | 0.68 |
| Theta: | -0.03 |
| Omega: | 2.72 |
| Rho: | 1.80 |
Quote data
| Open: | 4.7600 |
|---|---|
| High: | 4.8200 |
| Low: | 4.7600 |
| Previous Close: | 4.7800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +14.49% | ||
|---|---|---|---|
| 1 Month | +29.92% | ||
| 3 Months | +84.67% | ||
| YTD | +98.35% | ||
| 1 Year | +114.22% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.9400 | 4.2100 |
|---|---|---|
| 1M High / 1M Low: | 4.9400 | 3.4900 |
| 6M High / 6M Low: | 5.0300 | 2.5100 |
| High (YTD): | 7/2/2024 | 5.0300 |
| Low (YTD): | 1/5/2024 | 2.0500 |
| 52W High: | 7/2/2024 | 5.0300 |
| 52W Low: | 1/5/2024 | 2.0500 |
| Avg. price 1W: | 4.6960 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.9771 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.7338 | |
| Avg. volume 6M: | 11.1374 | |
| Avg. price 1Y: | 3.4338 | |
| Avg. volume 1Y: | 21.0588 | |
| Volatility 1M: | 64.93% | |
| Volatility 6M: | 80.19% | |
| Volatility 1Y: | 75.35% | |
| Volatility 3Y: | - |
