HSBC WAR. CALL 01/27 AMZ/ DE000HS2R4F1 /
9/6/2024 11:36:28 AM | Chg.-0.160 | Bid1:28:48 PM | Ask1:28:48 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
6.240EUR | -2.50% | 6.230 Bid Size: 150,000 |
6.270 Ask Size: 150,000 |
Amazon.com Inc | 130.00 USD | 1/15/2027 | 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: | 1/15/2027 |
Issue date: | 10/31/2023 |
Last trading day: | 1/14/2027 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 2.50 |
Leverage: | Yes |
Calculated values
Fair value: | 5.64 |
---|---|
Intrinsic value: | 4.31 |
Implied volatility: | 0.39 |
Historic volatility: | 0.25 |
Parity: | 4.31 |
Time value: | 2.10 |
Break-even: | 181.10 |
Moneyness: | 1.37 |
Premium: | 0.13 |
Premium p.a.: | 0.05 |
Spread abs.: | 0.02 |
Spread %: | 0.31% |
Delta: | 0.83 |
Theta: | -0.02 |
Omega: | 2.08 |
Rho: | 1.63 |
Quote data
Open: | 6.330 |
---|---|
High: | 6.330 |
Low: | 6.240 |
Previous Close: | 6.400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -2.65% | ||
---|---|---|---|
1 Month | +11.63% | ||
3 Months | -15.45% | ||
YTD | +19.08% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 6.460 | 6.060 |
---|---|---|
1M High / 1M Low: | 6.560 | 5.480 |
6M High / 6M Low: | 8.850 | 5.390 |
High (YTD): | 7/2/2024 | 8.850 |
Low (YTD): | 1/5/2024 | 4.660 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 6.332 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 6.117 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 7.247 | |
Avg. volume 6M: | 7.256 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 60.37% | |
Volatility 6M: | 55.10% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |