HSBC WAR. CALL 12/26 AMZ/ DE000HS2R440 /
| 11/12/2024 1:35:34 PM | Chg.+0.050 | Bid3:25:56 PM | Ask3:25:56 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.790EUR | +0.87% | 5.880 Bid Size: 150,000 |
5.920 Ask Size: 150,000 |
Amazon.com Inc | 180.00 USD | 12/18/2026 | Call |
Master data
| WKN: | HS2R44 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Amazon.com Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 180.00 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: | 3.36 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.68 |
|---|---|
| Intrinsic value: | 2.52 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.25 |
| Parity: | 2.52 |
| Time value: | 3.26 |
| Break-even: | 226.61 |
| Moneyness: | 1.15 |
| Premium: | 0.17 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.02 |
| Spread %: | 0.35% |
| Delta: | 0.74 |
| Theta: | -0.03 |
| Omega: | 2.49 |
| Rho: | 1.81 |
Quote data
| Open: | 5.710 |
|---|---|
| High: | 5.790 |
| Low: | 5.710 |
| Previous Close: | 5.740 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +13.75% | ||
|---|---|---|---|
| 1 Month | +28.67% | ||
| 3 Months | +79.81% | ||
| YTD | +93.00% | ||
| 1 Year | +110.55% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.910 | 5.090 |
|---|---|---|
| 1M High / 1M Low: | 5.910 | 4.260 |
| 6M High / 6M Low: | 5.910 | 3.080 |
| High (YTD): | 11/7/2024 | 5.910 |
| Low (YTD): | 1/5/2024 | 2.550 |
| 52W High: | 11/7/2024 | 5.910 |
| 52W Low: | 1/5/2024 | 2.550 |
| Avg. price 1W: | 5.644 | |
| Avg. volume 1W: | 9.200 | |
| Avg. price 1M: | 4.816 | |
| Avg. volume 1M: | 36.857 | |
| Avg. price 6M: | 4.485 | |
| Avg. volume 6M: | 10.489 | |
| Avg. price 1Y: | 4.133 | |
| Avg. volume 1Y: | 7.255 | |
| Volatility 1M: | 60.05% | |
| Volatility 6M: | 74.99% | |
| Volatility 1Y: | 71.01% | |
| Volatility 3Y: | - |
