HSBC WAR. CALL 01/27 AMZ/ DE000HS2R4H7 /
7/30/2024 9:36:14 PM | Chg.-0.170 | Bid9:52:29 PM | Ask9:52:29 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
5.920EUR | -2.79% | 5.970 Bid Size: 150,000 |
5.990 Ask Size: 150,000 |
Amazon.com Inc | 150.00 USD | 1/15/2027 | 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: | 1/15/2027 |
Issue date: | 10/31/2023 |
Last trading day: | 1/14/2027 |
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 | -6.62% | ||
---|---|---|---|
1 Month | -16.74% | ||
3 Months | -5.88% | ||
YTD | +38.97% | ||
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): | 7/2/2024 | 7.620 |
Low (YTD): | 1/5/2024 | 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: | - |