HSBC WAR. CALL 01/27 AMZ/ DE000HS2R4N5 /
| 2024-07-30 9:35:15 PM | Chg.-0.1500 | Bid9:59:59 PM | Ask9:59:59 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.6500EUR | -3.95% | 3.6700 Bid Size: 150,000 |
3.6800 Ask Size: 150,000 |
Amazon.com Inc | 200.00 USD | 2027-01-15 | Call |
Master data
| WKN: | HS2R4N |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Amazon.com Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 200.00 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: | 4.48 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.65 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.25 |
| Parity: | -1.55 |
| Time value: | 3.78 |
| Break-even: | 222.66 |
| Moneyness: | 0.92 |
| Premium: | 0.31 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.01 |
| Spread %: | 0.27% |
| Delta: | 0.61 |
| Theta: | -0.03 |
| Omega: | 2.74 |
| Rho: | 1.62 |
Quote data
| Open: | 3.7600 |
|---|---|
| High: | 3.9100 |
| Low: | 3.6000 |
| Previous Close: | 3.8000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.29% | ||
|---|---|---|---|
| 1 Month | -20.82% | ||
| 3 Months | -9.88% | ||
| YTD | +50.21% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.9800 | 3.6600 |
|---|---|---|
| 1M High / 1M Low: | 5.0300 | 3.6600 |
| 6M High / 6M Low: | 5.0300 | 2.4600 |
| High (YTD): | 2024-07-02 | 5.0300 |
| Low (YTD): | 2024-01-05 | 2.0500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.7720 | |
| Avg. volume 1W: | 20.2000 | |
| Avg. price 1M: | 4.3414 | |
| Avg. volume 1M: | 62 | |
| Avg. price 6M: | 3.8819 | |
| Avg. volume 6M: | 26.1417 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 61.53% | |
| Volatility 6M: | 71.04% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
