HSBC WAR. CALL 01/27 AMZ/ DE000HS2R4K1 /
| 11/12/2024 9:36:48 AM | Chg.+0.010 | Bid11:30:37 AM | Ask11:30:37 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.400EUR | +0.16% | 6.370 Bid Size: 150,000 |
6.410 Ask Size: 150,000 |
Amazon.com Inc | 170.00 USD | 1/15/2027 | Call |
Master data
| WKN: | HS2R4K |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Amazon.com Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 170.00 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: | 3.02 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.33 |
|---|---|
| Intrinsic value: | 3.45 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.25 |
| Parity: | 3.45 |
| Time value: | 2.98 |
| Break-even: | 223.73 |
| Moneyness: | 1.22 |
| Premium: | 0.15 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.02 |
| Spread %: | 0.31% |
| Delta: | 0.77 |
| Theta: | -0.03 |
| Omega: | 2.33 |
| Rho: | 1.86 |
Quote data
| Open: | 6.360 |
|---|---|
| High: | 6.400 |
| Low: | 6.360 |
| Previous Close: | 6.390 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +12.08% | ||
|---|---|---|---|
| 1 Month | +26.23% | ||
| 3 Months | +73.44% | ||
| YTD | +86.59% | ||
| 1 Year | +103.82% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.570 | 5.710 |
|---|---|---|
| 1M High / 1M Low: | 6.570 | 4.820 |
| 6M High / 6M Low: | 6.570 | 3.510 |
| High (YTD): | 11/7/2024 | 6.570 |
| Low (YTD): | 1/5/2024 | 2.940 |
| 52W High: | 11/7/2024 | 6.570 |
| 52W Low: | 1/5/2024 | 2.940 |
| Avg. price 1W: | 6.288 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.386 | |
| Avg. volume 1M: | 28.571 | |
| Avg. price 6M: | 5.032 | |
| Avg. volume 6M: | 14.809 | |
| Avg. price 1Y: | 4.645 | |
| Avg. volume 1Y: | 9.647 | |
| Volatility 1M: | 88.66% | |
| Volatility 6M: | 75.74% | |
| Volatility 1Y: | 69.86% | |
| Volatility 3Y: | - |
