HSBC WAR. CALL 01/27 AMZ/ DE000HS2R4H7 /
| 2024-07-30 7:37:12 PM | Chg.-0.240 | Bid8:37:10 PM | Ask8:37:10 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.850EUR | -3.94% | 5.920 Bid Size: 150,000 |
5.940 Ask Size: 150,000 |
Amazon.com Inc | 150.00 USD | 2027-01-15 | Call |
Master data
| WKN: | HS2R4H |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Amazon.com Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 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: | 2.80 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.02 |
|---|---|
| Intrinsic value: | 3.07 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.25 |
| Parity: | 3.07 |
| Time value: | 2.98 |
| Break-even: | 199.14 |
| Moneyness: | 1.22 |
| Premium: | 0.18 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.02 |
| Spread %: | 0.33% |
| Delta: | 0.78 |
| Theta: | -0.02 |
| Omega: | 2.19 |
| Rho: | 1.77 |
Quote data
| Open: | 6.020 |
|---|---|
| High: | 6.130 |
| Low: | 5.850 |
| Previous Close: | 6.090 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.73% | ||
|---|---|---|---|
| 1 Month | -17.72% | ||
| 3 Months | -7.00% | ||
| YTD | +37.32% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.340 | 5.930 |
|---|---|---|
| 1M High / 1M Low: | 7.620 | 5.930 |
| 6M High / 6M Low: | 7.620 | 4.310 |
| High (YTD): | 2024-07-02 | 7.620 |
| Low (YTD): | 2024-01-05 | 3.720 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 6.064 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 6.787 | |
| Avg. volume 1M: | 6.667 | |
| Avg. price 6M: | 6.187 | |
| Avg. volume 6M: | 8.953 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 49.31% | |
| Volatility 6M: | 57.22% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
