HSBC WAR. CALL 01/27 AMZ/ DE000HS2R4H7 /
9/6/2024 8:01:03 AM | Chg.-0.060 | Bid8:26:29 AM | Ask8:26:29 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
5.220EUR | -1.14% | 5.210 Bid Size: 150,000 |
5.250 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: | 3.13 |
Leverage: | Yes |
Calculated values
Fair value: | 4.11 |
---|---|
Intrinsic value: | 2.11 |
Implied volatility: | 0.37 |
Historic volatility: | 0.25 |
Parity: | 2.11 |
Time value: | 2.88 |
Break-even: | 185.28 |
Moneyness: | 1.16 |
Premium: | 0.18 |
Premium p.a.: | 0.07 |
Spread abs.: | 0.02 |
Spread %: | 0.40% |
Delta: | 0.75 |
Theta: | -0.02 |
Omega: | 2.36 |
Rho: | 1.61 |
Quote data
Open: | 5.220 |
---|---|
High: | 5.220 |
Low: | 5.220 |
Previous Close: | 5.280 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -1.14% | ||
---|---|---|---|
1 Month | +14.73% | ||
3 Months | -16.21% | ||
YTD | +22.54% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 5.340 | 4.970 |
---|---|---|
1M High / 1M Low: | 5.430 | 4.440 |
6M High / 6M Low: | 7.620 | 4.370 |
High (YTD): | 7/2/2024 | 7.620 |
Low (YTD): | 1/5/2024 | 3.720 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 5.218 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 5.018 | |
Avg. volume 1M: | 13.043 | |
Avg. price 6M: | 6.108 | |
Avg. volume 6M: | 14.341 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 68.74% | |
Volatility 6M: | 61.10% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |