HSBC WAR. CALL 01/27 AMZ/ DE000HS2R4M7 /
| 06/09/2024 11:35:58 | Chg.-0.1500 | Bid13:08:24 | Ask13:08:24 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.3600EUR | -4.27% | 3.3500 Bid Size: 150,000 |
3.3700 Ask Size: 150,000 |
Amazon.com Inc | 190.00 USD | 15/01/2027 | Call |
Master data
| WKN: | HS2R4M |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Amazon.com Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 190.00 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: | 4.57 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.58 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.25 |
| Parity: | -1.09 |
| Time value: | 3.50 |
| Break-even: | 206.00 |
| Moneyness: | 0.94 |
| Premium: | 0.29 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.01 |
| Spread %: | 0.29% |
| Delta: | 0.62 |
| Theta: | -0.03 |
| Omega: | 2.83 |
| Rho: | 1.51 |
Quote data
| Open: | 3.4400 |
|---|---|
| High: | 3.4400 |
| Low: | 3.3600 |
| Previous Close: | 3.5100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.45% | ||
|---|---|---|---|
| 1 Month | +15.07% | ||
| 3 Months | -21.31% | ||
| YTD | +23.08% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.5100 | 3.2500 |
|---|---|---|
| 1M High / 1M Low: | 3.6100 | 2.8600 |
| 6M High / 6M Low: | 5.4900 | 2.8200 |
| High (YTD): | 02/07/2024 | 5.4900 |
| Low (YTD): | 05/01/2024 | 2.3100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.4360 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.2800 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.2060 | |
| Avg. volume 6M: | 1.1938 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 83.69% | |
| Volatility 6M: | 73.17% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
