HSBC WAR. CALL 01/27 AMZ/ DE000HS4P7L2 /
10/9/2024 1:36:33 PM | Chg.+0.0300 | Bid2:36:24 PM | Ask2:36:24 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.2300EUR | +2.50% | 1.2300 Bid Size: 150,000 |
1.2500 Ask Size: 150,000 |
Amazon.com Inc | 290.00 USD | 1/15/2027 | Call |
Master data
WKN: | HS4P7L |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | Amazon.com Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 290.00 USD |
Maturity: | 1/15/2027 |
Issue date: | 2/8/2024 |
Last trading day: | 1/14/2027 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 13.53 |
Leverage: | Yes |
Calculated values
Fair value: | 0.59 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.33 |
Historic volatility: | 0.25 |
Parity: | -9.77 |
Time value: | 1.23 |
Break-even: | 276.52 |
Moneyness: | 0.63 |
Premium: | 0.66 |
Premium p.a.: | 0.25 |
Spread abs.: | 0.01 |
Spread %: | 0.82% |
Delta: | 0.30 |
Theta: | -0.02 |
Omega: | 4.03 |
Rho: | 0.85 |
Quote data
Open: | 1.2000 |
---|---|
High: | 1.2300 |
Low: | 1.2000 |
Previous Close: | 1.2000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -0.81% | ||
---|---|---|---|
1 Month | +14.95% | ||
3 Months | -43.32% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.2600 | 1.1600 |
---|---|---|
1M High / 1M Low: | 1.4700 | 1.0700 |
6M High / 6M Low: | 2.2400 | 0.8400 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.2060 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.2991 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.4971 | |
Avg. volume 6M: | 21.7308 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 85.55% | |
Volatility 6M: | 103.75% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |