HSBC WAR. CALL 12/26 AMZ/ DE000HS2R408 /
| 12/11/2024 09:36:19 | Chg.+0.010 | Bid12/11/2024 | Ask12/11/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.930EUR | +0.14% | 6.930 Bid Size: 150,000 |
6.970 Ask Size: 150,000 |
Amazon.com Inc | 160.00 USD | 18/12/2026 | Call |
Master data
| WKN: | HS2R40 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Amazon.com Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 160.00 USD |
| Maturity: | 18/12/2026 |
| Issue date: | 31/10/2023 |
| Last trading day: | 17/12/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 2.79 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.92 |
|---|---|
| Intrinsic value: | 4.39 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.25 |
| Parity: | 4.39 |
| Time value: | 2.57 |
| Break-even: | 219.65 |
| Moneyness: | 1.29 |
| Premium: | 0.13 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.02 |
| Spread %: | 0.29% |
| Delta: | 0.80 |
| Theta: | -0.03 |
| Omega: | 2.24 |
| Rho: | 1.81 |
Quote data
| Open: | 6.890 |
|---|---|
| High: | 6.930 |
| Low: | 6.890 |
| Previous Close: | 6.920 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +12.14% | ||
|---|---|---|---|
| 1 Month | +25.77% | ||
| 3 Months | +70.69% | ||
| YTD | +83.82% | ||
| 1 Year | +100.87% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 7.090 | 6.180 |
|---|---|---|
| 1M High / 1M Low: | 7.090 | 5.250 |
| 6M High / 6M Low: | 7.090 | 3.870 |
| High (YTD): | 07/11/2024 | 7.090 |
| Low (YTD): | 05/01/2024 | 3.250 |
| 52W High: | 07/11/2024 | 7.090 |
| 52W Low: | 05/01/2024 | 3.250 |
| Avg. price 1W: | 6.802 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.850 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 5.458 | |
| Avg. volume 6M: | 8.771 | |
| Avg. price 1Y: | 5.047 | |
| Avg. volume 1Y: | 7.196 | |
| Volatility 1M: | 85.65% | |
| Volatility 6M: | 73.19% | |
| Volatility 1Y: | 67.44% | |
| Volatility 3Y: | - |
