HSBC WAR. CALL 06/27 AMZ/ DE000HS5RFY2 /
2024-07-30 7:36:38 PM | Chg.-0.1000 | Bid9:05:11 PM | Ask9:05:11 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.1500EUR | -4.44% | 2.1600 Bid Size: 150,000 |
2.1700 Ask Size: 150,000 |
Amazon.com Inc | 270.00 USD | 2027-06-18 | Call |
Master data
WKN: | HS5RFY |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | Amazon.com Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 270.00 USD |
Maturity: | 2027-06-18 |
Issue date: | 2024-03-28 |
Last trading day: | 2027-06-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 7.59 |
Leverage: | Yes |
Calculated values
Fair value: | 1.24 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.34 |
Historic volatility: | 0.25 |
Parity: | -8.02 |
Time value: | 2.23 |
Break-even: | 271.86 |
Moneyness: | 0.68 |
Premium: | 0.61 |
Premium p.a.: | 0.18 |
Spread abs.: | 0.01 |
Spread %: | 0.45% |
Delta: | 0.42 |
Theta: | -0.02 |
Omega: | 3.20 |
Rho: | 1.41 |
Quote data
Open: | 2.2100 |
---|---|
High: | 2.3000 |
Low: | 2.1500 |
Previous Close: | 2.2500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -10.04% | ||
---|---|---|---|
1 Month | -23.76% | ||
3 Months | -10.79% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.3900 | 2.2000 |
---|---|---|
1M High / 1M Low: | 3.1400 | 2.2000 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.2600 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.6471 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 66.14% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |