HSBC WAR. CALL 01/27 AMZ/ DE000HS2R4M7 /
| 10/9/2024 3:35:01 PM | Chg.-0.0100 | Bid5:27:20 PM | Ask5:27:20 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.7300EUR | -0.27% | 3.8300 Bid Size: 150,000 |
3.8400 Ask Size: 150,000 |
Amazon.com Inc | 190.00 USD | 1/15/2027 | 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: | 1/15/2027 |
| Issue date: | 10/31/2023 |
| Last trading day: | 1/14/2027 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.43 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.73 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.25 |
| Parity: | -0.66 |
| Time value: | 3.76 |
| Break-even: | 210.71 |
| Moneyness: | 0.96 |
| Premium: | 0.27 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.01 |
| Spread %: | 0.27% |
| Delta: | 0.63 |
| Theta: | -0.03 |
| Omega: | 2.79 |
| Rho: | 1.53 |
Quote data
| Open: | 3.7300 |
|---|---|
| High: | 3.7900 |
| Low: | 3.7300 |
| Previous Close: | 3.7400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.86% | ||
|---|---|---|---|
| 1 Month | +12.69% | ||
| 3 Months | -30.93% | ||
| YTD | +36.63% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.9300 | 3.6600 |
|---|---|---|
| 1M High / 1M Low: | 4.3300 | 3.3100 |
| 6M High / 6M Low: | 5.4900 | 2.8200 |
| High (YTD): | 7/2/2024 | 5.4900 |
| Low (YTD): | 1/5/2024 | 2.3100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.7680 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.9209 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.1622 | |
| Avg. volume 6M: | .8769 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 67.19% | |
| Volatility 6M: | 76.35% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
