HSBC WAR. CALL 06/27 AMZ/ DE000HS54282 /
05/09/2024 21:36:57 | Chg.+0.1600 | Bid21:59:39 | Ask21:59:39 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.2000EUR | +7.84% | 2.2000 Bid Size: 150,000 |
2.2100 Ask Size: 150,000 |
AMAZON.COM INC. D... | 250.00 - | 21/06/2027 | Call |
Master data
WKN: | HS5428 |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | AMAZON.COM INC. DL-,01 |
Type: | Warrant |
Option type: | Call |
Strike price: | 250.00 - |
Maturity: | 21/06/2027 |
Issue date: | 28/02/2024 |
Last trading day: | 17/06/2027 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 7.67 |
Leverage: | Yes |
Calculated values
Fair value: | 0.82 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.38 |
Historic volatility: | 0.25 |
Parity: | -9.36 |
Time value: | 2.04 |
Break-even: | 270.40 |
Moneyness: | 0.63 |
Premium: | 0.73 |
Premium p.a.: | 0.22 |
Spread abs.: | 0.01 |
Spread %: | 0.49% |
Delta: | 0.40 |
Theta: | -0.02 |
Omega: | 3.05 |
Rho: | 1.17 |
Quote data
Open: | 2.0200 |
---|---|
High: | 2.2000 |
Low: | 2.0200 |
Previous Close: | 2.0400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +0.92% | ||
---|---|---|---|
1 Month | +24.29% | ||
3 Months | -18.52% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.2100 | 2.0400 |
---|---|---|
1M High / 1M Low: | 2.2700 | 1.7500 |
6M High / 6M Low: | 3.6900 | 1.7200 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.1560 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.0396 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 2.7051 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 90.40% | |
Volatility 6M: | 81.06% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |