HSBC WAR. CALL 01/27 AMZ/ DE000HS2R4J3 /
| 2024-11-12 9:36:34 AM | Chg.+0.010 | Bid10:46:35 AM | Ask10:46:35 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 7.010EUR | +0.14% | 7.020 Bid Size: 150,000 |
7.060 Ask Size: 150,000 |
Amazon.com Inc | 160.00 USD | 2027-01-15 | Call |
Master data
| WKN: | HS2R4J |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Amazon.com Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 160.00 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: | 2.76 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.98 |
|---|---|
| Intrinsic value: | 4.39 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.25 |
| Parity: | 4.39 |
| Time value: | 2.65 |
| Break-even: | 220.45 |
| Moneyness: | 1.29 |
| Premium: | 0.14 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.02 |
| Spread %: | 0.28% |
| Delta: | 0.80 |
| Theta: | -0.03 |
| Omega: | 2.21 |
| Rho: | 1.85 |
Quote data
| Open: | 6.970 |
|---|---|
| High: | 7.010 |
| Low: | 6.970 |
| Previous Close: | 7.000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +11.80% | ||
|---|---|---|---|
| 1 Month | +25.40% | ||
| 3 Months | +69.73% | ||
| YTD | +83.51% | ||
| 1 Year | +99.72% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 7.170 | 6.270 |
|---|---|---|
| 1M High / 1M Low: | 7.170 | 5.330 |
| 6M High / 6M Low: | 7.170 | 3.930 |
| High (YTD): | 2024-11-07 | 7.170 |
| Low (YTD): | 2024-01-05 | 3.310 |
| 52W High: | 2024-11-07 | 7.170 |
| 52W Low: | 2024-01-05 | 3.310 |
| Avg. price 1W: | 6.884 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.929 | |
| Avg. volume 1M: | 3.619 | |
| Avg. price 6M: | 5.535 | |
| Avg. volume 6M: | 16.649 | |
| Avg. price 1Y: | 5.118 | |
| Avg. volume 1Y: | 16.431 | |
| Volatility 1M: | 85.51% | |
| Volatility 6M: | 72.22% | |
| Volatility 1Y: | 66.26% | |
| Volatility 3Y: | - |
