HSBC WAR. CALL 01/27 AMZ/ DE000HS2R4L9 /
05/09/2024 21:35:25 | Chg.+0.2700 | Bid21:59:59 | Ask21:59:59 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.8900EUR | +7.46% | 3.8800 Bid Size: 150,000 |
3.8900 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: | 4.31 |
Leverage: | Yes |
Calculated values
Fair value: | 2.72 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.35 |
Historic volatility: | 0.25 |
Parity: | -0.60 |
Time value: | 3.63 |
Break-even: | 198.75 |
Moneyness: | 0.96 |
Premium: | 0.27 |
Premium p.a.: | 0.11 |
Spread abs.: | 0.01 |
Spread %: | 0.28% |
Delta: | 0.64 |
Theta: | -0.02 |
Omega: | 2.75 |
Rho: | 1.50 |
Quote data
Open: | 3.6100 |
---|---|
High: | 3.8900 |
Low: | 3.5900 |
Previous Close: | 3.6200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +0.52% | ||
---|---|---|---|
1 Month | +18.60% | ||
3 Months | -17.41% | ||
YTD | +27.12% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.9000 | 3.6200 |
---|---|---|
1M High / 1M Low: | 4.0000 | 3.2000 |
6M High / 6M Low: | 5.9800 | 3.1500 |
High (YTD): | 02/07/2024 | 5.9800 |
Low (YTD): | 05/01/2024 | 2.6100 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 3.8180 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.6530 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 4.6286 | |
Avg. volume 6M: | .0388 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 80.72% | |
Volatility 6M: | 70.51% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |