HSBC WAR. CALL 12/26 AMZ/ DE000HS2R4A2 /
| 06/09/2024 09:36:21 | Chg.-0.0700 | Bid10:15:57 | Ask10:15:57 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.6700EUR | -2.55% | 2.6300 Bid Size: 150,000 |
2.6500 Ask Size: 150,000 |
Amazon.com Inc | 210.00 USD | 18/12/2026 | Call |
Master data
| WKN: | HS2R4A |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Amazon.com Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 210.00 USD |
| Maturity: | 18/12/2026 |
| Issue date: | 31/10/2023 |
| Last trading day: | 17/12/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.82 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.87 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.25 |
| Parity: | -2.89 |
| Time value: | 2.75 |
| Break-even: | 216.50 |
| Moneyness: | 0.85 |
| Premium: | 0.35 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.01 |
| Spread %: | 0.37% |
| Delta: | 0.54 |
| Theta: | -0.03 |
| Omega: | 3.13 |
| Rho: | 1.34 |
Quote data
| Open: | 2.7000 |
|---|---|
| High: | 2.7000 |
| Low: | 2.6700 |
| Previous Close: | 2.7400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.64% | ||
|---|---|---|---|
| 1 Month | +19.20% | ||
| 3 Months | -21.93% | ||
| YTD | +25.94% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.8000 | 2.5300 |
|---|---|---|
| 1M High / 1M Low: | 2.8400 | 2.2000 |
| 6M High / 6M Low: | 4.5200 | 2.1700 |
| High (YTD): | 02/07/2024 | 4.5200 |
| Low (YTD): | 05/01/2024 | 1.7700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.7040 | |
| Avg. volume 1W: | 37.4000 | |
| Avg. price 1M: | 2.5596 | |
| Avg. volume 1M: | 18.5652 | |
| Avg. price 6M: | 3.3793 | |
| Avg. volume 6M: | 145.9225 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 97.12% | |
| Volatility 6M: | 82.97% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
