HSBC WAR. CALL 01/27 AMZ/ DE000HS4DBN7 /
2024-07-05 9:35:18 PM | Chg.+0.060 | Bid9:58:03 PM | Ask9:58:03 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
6.680EUR | +0.91% | 6.660 Bid Size: 150,000 |
6.680 Ask Size: 150,000 |
Amazon.com Inc | 165.00 USD | 2027-01-15 | Call |
Master data
WKN: | HS4DBN |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | Amazon.com Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 165.00 USD |
Maturity: | 2027-01-15 |
Issue date: | 2024-01-24 |
Last trading day: | 2027-01-14 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 2.76 |
Leverage: | Yes |
Calculated values
Fair value: | 5.45 |
---|---|
Intrinsic value: | 3.23 |
Implied volatility: | 0.40 |
Historic volatility: | 0.25 |
Parity: | 3.23 |
Time value: | 3.45 |
Break-even: | 219.02 |
Moneyness: | 1.21 |
Premium: | 0.19 |
Premium p.a.: | 0.07 |
Spread abs.: | 0.02 |
Spread %: | 0.30% |
Delta: | 0.78 |
Theta: | -0.03 |
Omega: | 2.15 |
Rho: | 1.94 |
Quote data
Open: | 6.600 |
---|---|
High: | 6.690 |
Low: | 6.590 |
Previous Close: | 6.620 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +6.03% | ||
---|---|---|---|
1 Month | +20.36% | ||
3 Months | +16.78% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 6.770 | 6.580 |
---|---|---|
1M High / 1M Low: | 6.770 | 5.360 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 6.648 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 5.940 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 52.56% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |