HSBC WAR. CALL 12/26 AMZ/ DE000HS2R465 /
| 2024-07-30 9:37:03 PM | Chg.-0.1400 | Bid9:59:33 PM | Ask9:59:33 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.9600EUR | -3.41% | 3.9600 Bid Size: 150,000 |
3.9700 Ask Size: 150,000 |
Amazon.com Inc | 190.00 USD | 2026-12-18 | Call |
Master data
| WKN: | HS2R46 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Amazon.com Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 190.00 USD |
| Maturity: | 2026-12-18 |
| Issue date: | 2023-10-31 |
| Last trading day: | 2026-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.15 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.97 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.25 |
| Parity: | -0.63 |
| Time value: | 4.08 |
| Break-even: | 216.41 |
| Moneyness: | 0.96 |
| Premium: | 0.28 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.01 |
| Spread %: | 0.25% |
| Delta: | 0.64 |
| Theta: | -0.03 |
| Omega: | 2.67 |
| Rho: | 1.63 |
Quote data
| Open: | 4.0600 |
|---|---|
| High: | 4.1200 |
| Low: | 3.8900 |
| Previous Close: | 4.1000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.69% | ||
|---|---|---|---|
| 1 Month | -20.00% | ||
| 3 Months | -9.17% | ||
| YTD | +48.31% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.2900 | 3.9600 |
|---|---|---|
| 1M High / 1M Low: | 5.4000 | 3.9600 |
| 6M High / 6M Low: | 5.4000 | 2.7000 |
| High (YTD): | 2024-07-02 | 5.4000 |
| Low (YTD): | 2024-01-05 | 2.2600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.0740 | |
| Avg. volume 1W: | 6 | |
| Avg. price 1M: | 4.6771 | |
| Avg. volume 1M: | 1.4286 | |
| Avg. price 6M: | 4.1967 | |
| Avg. volume 6M: | .2362 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 60.02% | |
| Volatility 6M: | 69.55% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
