HSBC WAR. CALL 01/27 AMZ/ DE000HS2R4J3 /
05/09/2024 21:36:52 | Chg.+0.3000 | Bid21:59:57 | Ask21:59:57 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.7800EUR | +6.70% | 4.7800 Bid Size: 150,000 |
4.7900 Ask Size: 150,000 |
Amazon.com Inc | 160.00 USD | 15/01/2027 | 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: | 15/01/2027 |
Issue date: | 31/10/2023 |
Last trading day: | 14/01/2027 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 3.48 |
Leverage: | Yes |
Calculated values
Fair value: | 3.60 |
---|---|
Intrinsic value: | 1.20 |
Implied volatility: | 0.36 |
Historic volatility: | 0.25 |
Parity: | 1.20 |
Time value: | 3.30 |
Break-even: | 189.40 |
Moneyness: | 1.08 |
Premium: | 0.21 |
Premium p.a.: | 0.08 |
Spread abs.: | 0.01 |
Spread %: | 0.22% |
Delta: | 0.72 |
Theta: | -0.02 |
Omega: | 2.49 |
Rho: | 1.59 |
Quote data
Open: | 4.4700 |
---|---|
High: | 4.7800 |
Low: | 4.4500 |
Previous Close: | 4.4800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +0.21% | ||
---|---|---|---|
1 Month | +17.44% | ||
3 Months | -15.99% | ||
YTD | +25.13% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.8200 | 4.4800 |
---|---|---|
1M High / 1M Low: | 4.9200 | 3.9900 |
6M High / 6M Low: | 7.0500 | 3.9300 |
High (YTD): | 02/07/2024 | 7.0500 |
Low (YTD): | 05/01/2024 | 3.3100 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 4.7120 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 4.5222 | |
Avg. volume 1M: | 21.7391 | |
Avg. price 6M: | 5.5827 | |
Avg. volume 6M: | 16.3178 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 72.67% | |
Volatility 6M: | 63.98% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |