HSBC WAR. CALL 12/26 AMZ/ DE000HS2R408 /
| 9/6/2024 9:35:57 AM | Chg.-0.1300 | Bid10:18:43 AM | Ask10:18:43 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.5900EUR | -2.75% | 4.5400 Bid Size: 150,000 |
4.5600 Ask Size: 150,000 |
Amazon.com Inc | 160.00 USD | 12/18/2026 | 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: | 12/18/2026 |
| Issue date: | 10/31/2023 |
| Last trading day: | 12/17/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.40 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.83 |
|---|---|
| Intrinsic value: | 1.61 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.25 |
| Parity: | 1.61 |
| Time value: | 3.10 |
| Break-even: | 191.10 |
| Moneyness: | 1.11 |
| Premium: | 0.19 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.01 |
| Spread %: | 0.21% |
| Delta: | 0.73 |
| Theta: | -0.02 |
| Omega: | 2.48 |
| Rho: | 1.59 |
Quote data
| Open: | 4.6400 |
|---|---|
| High: | 4.6400 |
| Low: | 4.5900 |
| Previous Close: | 4.7200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.34% | ||
|---|---|---|---|
| 1 Month | +14.46% | ||
| 3 Months | -18.18% | ||
| YTD | +21.75% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.7500 | 4.4100 |
|---|---|---|
| 1M High / 1M Low: | 4.8400 | 3.9100 |
| 6M High / 6M Low: | 6.9700 | 3.8700 |
| High (YTD): | 7/2/2024 | 6.9700 |
| Low (YTD): | 1/5/2024 | 3.2500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.6420 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.4491 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 5.5074 | |
| Avg. volume 6M: | 5.1783 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 75.45% | |
| Volatility 6M: | 65.38% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
