HSBC WAR. CALL 01/27 AMZ/ DE000HS2R4L9 /
| 2024-10-09 11:37:17 AM | Chg.+0.0400 | Bid1:10:29 PM | Ask1:10:29 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.1900EUR | +0.96% | 4.2000 Bid Size: 150,000 |
4.2200 Ask Size: 150,000 |
Amazon.com Inc | 180.00 USD | 2027-01-15 | Call |
Master data
| WKN: | HS2R4L |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Amazon.com Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 180.00 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: | 3.98 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.15 |
|---|---|
| Intrinsic value: | 0.25 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.25 |
| Parity: | 0.25 |
| Time value: | 3.93 |
| Break-even: | 205.80 |
| Moneyness: | 1.02 |
| Premium: | 0.24 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.01 |
| Spread %: | 0.24% |
| Delta: | 0.67 |
| Theta: | -0.03 |
| Omega: | 2.66 |
| Rho: | 1.58 |
Quote data
| Open: | 4.1400 |
|---|---|
| High: | 4.1900 |
| Low: | 4.1400 |
| Previous Close: | 4.1500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.64% | ||
|---|---|---|---|
| 1 Month | +13.55% | ||
| 3 Months | -28.86% | ||
| YTD | +36.93% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.3700 | 4.0700 |
|---|---|---|
| 1M High / 1M Low: | 4.7900 | 3.6900 |
| 6M High / 6M Low: | 5.9800 | 3.1500 |
| High (YTD): | 2024-07-02 | 5.9800 |
| Low (YTD): | 2024-01-05 | 2.6100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.1840 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.3482 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.5865 | |
| Avg. volume 6M: | .0385 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 65.68% | |
| Volatility 6M: | 73.99% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
