HSBC WAR. CALL 06/27 AMZ/ DE000HS54266 /
| 12/11/2024 21:37:41 | Chg.+0.1600 | Bid21:59:52 | Ask21:59:52 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.2000EUR | +3.96% | 4.2100 Bid Size: 150,000 |
4.2200 Ask Size: 150,000 |
AMAZON.COM INC. D... | 230.00 - | 21/06/2027 | Call |
Master data
| WKN: | HS5426 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | AMAZON.COM INC. DL-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 230.00 - |
| Maturity: | 21/06/2027 |
| Issue date: | 28/02/2024 |
| Last trading day: | 17/06/2027 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.77 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.38 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.25 |
| Parity: | -3.60 |
| Time value: | 4.07 |
| Break-even: | 270.70 |
| Moneyness: | 0.84 |
| Premium: | 0.40 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.01 |
| Spread %: | 0.25% |
| Delta: | 0.57 |
| Theta: | -0.03 |
| Omega: | 2.69 |
| Rho: | 1.80 |
Quote data
| Open: | 4.0200 |
|---|---|
| High: | 4.2000 |
| Low: | 4.0200 |
| Previous Close: | 4.0400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +18.31% | ||
|---|---|---|---|
| 1 Month | +33.76% | ||
| 3 Months | +91.78% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.1900 | 3.5500 |
|---|---|---|
| 1M High / 1M Low: | 4.1900 | 2.9500 |
| 6M High / 6M Low: | 4.3400 | 2.1200 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.9740 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.3438 | |
| Avg. volume 1M: | 14.2857 | |
| Avg. price 6M: | 3.1679 | |
| Avg. volume 6M: | 2.2901 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 95.51% | |
| Volatility 6M: | 84.84% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
