HSBC WAR. CALL 01/27 AMZ/ DE000HS2R4L9 /
| 30/07/2024 19:36:37 | Chg.-0.2200 | Bid20:45:38 | Ask20:45:38 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.3900EUR | -4.77% | 4.4300 Bid Size: 150,000 |
4.4400 Ask Size: 150,000 |
Amazon.com Inc | 180.00 USD | 15/01/2027 | 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: | 15/01/2027 |
| Issue date: | 31/10/2023 |
| Last trading day: | 14/01/2027 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.70 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.45 |
|---|---|
| Intrinsic value: | 0.30 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.25 |
| Parity: | 0.30 |
| Time value: | 4.28 |
| Break-even: | 212.17 |
| Moneyness: | 1.02 |
| Premium: | 0.25 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.01 |
| Spread %: | 0.22% |
| Delta: | 0.68 |
| Theta: | -0.03 |
| Omega: | 2.52 |
| Rho: | 1.72 |
Quote data
| Open: | 4.5600 |
|---|---|
| High: | 4.6100 |
| Low: | 4.3900 |
| Previous Close: | 4.6100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.73% | ||
|---|---|---|---|
| 1 Month | -20.47% | ||
| 3 Months | -9.67% | ||
| YTD | +43.46% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.8100 | 4.4500 |
|---|---|---|
| 1M High / 1M Low: | 5.9800 | 4.4500 |
| 6M High / 6M Low: | 5.9800 | 3.1000 |
| High (YTD): | 02/07/2024 | 5.9800 |
| Low (YTD): | 05/01/2024 | 2.6100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.5760 | |
| Avg. volume 1W: | 1 | |
| Avg. price 1M: | 5.2205 | |
| Avg. volume 1M: | .2381 | |
| Avg. price 6M: | 4.7020 | |
| Avg. volume 6M: | 1.1417 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 57.43% | |
| Volatility 6M: | 66.29% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
