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: | - |
