HSBC WAR. CALL 12/26 AMZ/ DE000HS2R465 /
| 11/12/2024 9:35:31 AM | Chg.+0.010 | Bid10:21:49 AM | Ask10:21:49 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.220EUR | +0.19% | 5.210 Bid Size: 150,000 |
5.230 Ask Size: 150,000 |
Amazon.com Inc | 190.00 USD | 12/18/2026 | 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: | 12/18/2026 |
| Issue date: | 10/31/2023 |
| Last trading day: | 12/17/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.70 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.13 |
|---|---|
| Intrinsic value: | 1.58 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.25 |
| Parity: | 1.58 |
| Time value: | 3.66 |
| Break-even: | 230.58 |
| Moneyness: | 1.09 |
| Premium: | 0.19 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.02 |
| Spread %: | 0.38% |
| Delta: | 0.71 |
| Theta: | -0.03 |
| Omega: | 2.62 |
| Rho: | 1.78 |
Quote data
| Open: | 5.190 |
|---|---|
| High: | 5.220 |
| Low: | 5.190 |
| Previous Close: | 5.210 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +13.73% | ||
|---|---|---|---|
| 1 Month | +29.21% | ||
| 3 Months | +81.88% | ||
| YTD | +95.51% | ||
| 1 Year | +112.20% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.370 | 4.590 |
|---|---|---|
| 1M High / 1M Low: | 5.370 | 3.820 |
| 6M High / 6M Low: | 5.400 | 2.750 |
| High (YTD): | 7/2/2024 | 5.400 |
| Low (YTD): | 1/5/2024 | 2.260 |
| 52W High: | 7/2/2024 | 5.400 |
| 52W Low: | 1/5/2024 | 2.260 |
| Avg. price 1W: | 5.114 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 4.314 | |
| Avg. volume 1M: | 43.667 | |
| Avg. price 6M: | 4.049 | |
| Avg. volume 6M: | 25.931 | |
| Avg. price 1Y: | 3.728 | |
| Avg. volume 1Y: | 13.322 | |
| Volatility 1M: | 95.40% | |
| Volatility 6M: | 82.55% | |
| Volatility 1Y: | 76.03% | |
| Volatility 3Y: | - |
