HSBC WAR. CALL 12/26 AMZ/ DE000HS2R481 /
| 11/12/2024 9:37:24 AM | Chg.+0.0100 | Bid10:43:24 AM | Ask10:43:24 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.7100EUR | +0.21% | 4.7100 Bid Size: 150,000 |
4.7300 Ask Size: 150,000 |
Amazon.com Inc | 200.00 USD | 12/18/2026 | Call |
Master data
| WKN: | HS2R48 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Amazon.com Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 200.00 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: | 4.10 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.63 |
|---|---|
| Intrinsic value: | 0.64 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.25 |
| Parity: | 0.64 |
| Time value: | 4.09 |
| Break-even: | 234.86 |
| Moneyness: | 1.03 |
| Premium: | 0.21 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.01 |
| Spread %: | 0.21% |
| Delta: | 0.67 |
| Theta: | -0.03 |
| Omega: | 2.76 |
| Rho: | 1.75 |
Quote data
| Open: | 4.6800 |
|---|---|
| High: | 4.7100 |
| Low: | 4.6800 |
| Previous Close: | 4.7000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +14.04% | ||
|---|---|---|---|
| 1 Month | +29.75% | ||
| 3 Months | +85.43% | ||
| YTD | +97.90% | ||
| 1 Year | +114.09% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.8600 | 4.1300 |
|---|---|---|
| 1M High / 1M Low: | 4.8600 | 3.4200 |
| 6M High / 6M Low: | 4.9400 | 2.4400 |
| High (YTD): | 7/2/2024 | 4.9400 |
| Low (YTD): | 1/5/2024 | 2.0000 |
| 52W High: | 7/2/2024 | 4.9400 |
| 52W Low: | 1/5/2024 | 2.0000 |
| Avg. price 1W: | 4.6140 | |
| Avg. volume 1W: | 9 | |
| Avg. price 1M: | 3.8814 | |
| Avg. volume 1M: | 8.3333 | |
| Avg. price 6M: | 3.6540 | |
| Avg. volume 6M: | 8.3588 | |
| Avg. price 1Y: | 3.3601 | |
| Avg. volume 1Y: | 4.8431 | |
| Volatility 1M: | 98.44% | |
| Volatility 6M: | 85.47% | |
| Volatility 1Y: | 78.67% | |
| Volatility 3Y: | - |
