HSBC WAR. CALL 01/27 AMZ/ DE000HS4DBN7 /
| 12/11/2024 15:36:52 | Chg.+0.090 | Bid16:17:57 | Ask16:17:57 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.790EUR | +1.34% | 6.730 Bid Size: 150,000 |
6.750 Ask Size: 150,000 |
Amazon.com Inc | 165.00 USD | 15/01/2027 | 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: | 15/01/2027 |
| Issue date: | 24/01/2024 |
| Last trading day: | 14/01/2027 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 2.88 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.65 |
|---|---|
| Intrinsic value: | 3.92 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.25 |
| Parity: | 3.92 |
| Time value: | 2.81 |
| Break-even: | 222.04 |
| Moneyness: | 1.25 |
| Premium: | 0.14 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.02 |
| Spread %: | 0.30% |
| Delta: | 0.79 |
| Theta: | -0.03 |
| Omega: | 2.27 |
| Rho: | 1.86 |
Quote data
| Open: | 6.660 |
|---|---|
| High: | 6.790 |
| Low: | 6.660 |
| Previous Close: | 6.700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +13.55% | ||
|---|---|---|---|
| 1 Month | +27.63% | ||
| 3 Months | +74.10% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.870 | 5.980 |
|---|---|---|
| 1M High / 1M Low: | 6.870 | 5.070 |
| 6M High / 6M Low: | 6.870 | 3.720 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 6.580 | |
| Avg. volume 1W: | 2 | |
| Avg. price 1M: | 5.681 | |
| Avg. volume 1M: | .476 | |
| Avg. price 6M: | 5.284 | |
| Avg. volume 6M: | 2.366 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 56.28% | |
| Volatility 6M: | 69.50% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
