HSBC WAR. CALL 01/27 AMZ/ DE000HS2R4H7 /
| 11/12/2024 9:35:20 PM | Chg.+0.200 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 7.840EUR | +2.62% | 7.850 Bid Size: 150,000 |
7.870 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: | 2.53 |
| Leverage: | Yes |
Calculated values
| Fair value: | 6.67 |
|---|---|
| Intrinsic value: | 5.33 |
| Implied volatility: | 0.40 |
| Historic volatility: | 0.25 |
| Parity: | 5.33 |
| Time value: | 2.34 |
| Break-even: | 217.37 |
| Moneyness: | 1.38 |
| Premium: | 0.12 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.02 |
| Spread %: | 0.26% |
| Delta: | 0.83 |
| Theta: | -0.03 |
| Omega: | 2.10 |
| Rho: | 1.83 |
Quote data
| Open: | 7.600 |
|---|---|
| High: | 7.840 |
| Low: | 7.600 |
| Previous Close: | 7.640 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +14.29% | ||
|---|---|---|---|
| 1 Month | +27.69% | ||
| 3 Months | +70.07% | ||
| YTD | +84.04% | ||
| 1 Year | +100.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 7.810 | 6.860 |
|---|---|---|
| 1M High / 1M Low: | 7.810 | 5.880 |
| 6M High / 6M Low: | 7.810 | 4.370 |
| High (YTD): | 11/7/2024 | 7.810 |
| Low (YTD): | 1/5/2024 | 3.720 |
| 52W High: | 11/7/2024 | 7.810 |
| 52W Low: | 1/5/2024 | 3.720 |
| Avg. price 1W: | 7.506 | |
| Avg. volume 1W: | 21.600 | |
| Avg. price 1M: | 6.507 | |
| Avg. volume 1M: | 5.143 | |
| Avg. price 6M: | 6.072 | |
| Avg. volume 6M: | 12.252 | |
| Avg. price 1Y: | 5.625 | |
| Avg. volume 1Y: | 14.145 | |
| Volatility 1M: | 81.62% | |
| Volatility 6M: | 68.81% | |
| Volatility 1Y: | 63.37% | |
| Volatility 3Y: | - |
