HSBC WAR. CALL 01/27 AMZ/ DE000HS2R4F1 /
2024-07-30 9:36:08 PM | Chg.-0.160 | Bid9:59:59 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
7.070EUR | -2.21% | 7.090 Bid Size: 150,000 |
- Ask Size: - |
Amazon.com Inc | 130.00 USD | 2027-01-15 | Call |
Master data
WKN: | HS2R4F |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | Amazon.com Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 130.00 USD |
Maturity: | 2027-01-15 |
Issue date: | 2023-10-31 |
Last trading day: | 2027-01-14 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 2.35 |
Leverage: | Yes |
Calculated values
Fair value: | 6.31 |
---|---|
Intrinsic value: | 4.92 |
Implied volatility: | 0.41 |
Historic volatility: | 0.25 |
Parity: | 4.92 |
Time value: | 2.30 |
Break-even: | 192.36 |
Moneyness: | 1.41 |
Premium: | 0.14 |
Premium p.a.: | 0.05 |
Spread abs.: | 0.03 |
Spread %: | 0.42% |
Delta: | 0.84 |
Theta: | -0.02 |
Omega: | 1.97 |
Rho: | 1.72 |
Quote data
Open: | 7.170 |
---|---|
High: | 7.380 |
Low: | 6.980 |
Previous Close: | 7.230 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -5.73% | ||
---|---|---|---|
1 Month | -15.02% | ||
3 Months | -4.46% | ||
YTD | +34.92% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 7.500 | 7.050 |
---|---|---|
1M High / 1M Low: | 8.850 | 7.050 |
6M High / 6M Low: | 8.850 | 5.300 |
High (YTD): | 2024-07-02 | 8.850 |
Low (YTD): | 2024-01-05 | 4.660 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 7.198 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 7.966 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 7.324 | |
Avg. volume 6M: | 15.244 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 45.82% | |
Volatility 6M: | 51.36% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |