HSBC WAR. CALL 01/27 AMZ/ DE000HS4DBR8 /
06/09/2024 08:00:25 | Chg.-0.0500 | Bid08:50:58 | Ask08:50:58 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.2700EUR | -1.51% | 3.2600 Bid Size: 150,000 |
3.2800 Ask Size: 150,000 |
Amazon.com Inc | 195.00 USD | 15/01/2027 | Call |
Master data
WKN: | HS4DBR |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | Amazon.com Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 195.00 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: | 4.82 |
Leverage: | Yes |
Calculated values
Fair value: | 2.40 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.35 |
Historic volatility: | 0.25 |
Parity: | -1.54 |
Time value: | 3.32 |
Break-even: | 208.70 |
Moneyness: | 0.91 |
Premium: | 0.30 |
Premium p.a.: | 0.12 |
Spread abs.: | 0.01 |
Spread %: | 0.30% |
Delta: | 0.60 |
Theta: | -0.03 |
Omega: | 2.89 |
Rho: | 1.48 |
Quote data
Open: | 3.2700 |
---|---|
High: | 3.2700 |
Low: | 3.2700 |
Previous Close: | 3.3200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -0.91% | ||
---|---|---|---|
1 Month | +18.05% | ||
3 Months | -19.66% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.3400 | 3.0800 |
---|---|---|
1M High / 1M Low: | 3.4200 | 2.6900 |
6M High / 6M Low: | 5.2600 | 2.6700 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 3.2580 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.1061 | |
Avg. volume 1M: | 15.3913 | |
Avg. price 6M: | 4.0081 | |
Avg. volume 6M: | 10.8062 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 85.84% | |
Volatility 6M: | 74.39% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |