HSBC WAR. CALL 12/26 AMZ/ DE000HS4DBB2 /
9/6/2024 9:35:01 AM | Chg.-0.1200 | Bid10:18:46 AM | Ask10:18:46 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.3500EUR | -2.68% | 4.3000 Bid Size: 150,000 |
4.3200 Ask Size: 150,000 |
Amazon.com Inc | 165.00 USD | 12/18/2026 | Call |
Master data
WKN: | HS4DBB |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | Amazon.com Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 165.00 USD |
Maturity: | 12/18/2026 |
Issue date: | 1/24/2024 |
Last trading day: | 12/17/2026 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 3.59 |
Leverage: | Yes |
Calculated values
Fair value: | 3.58 |
---|---|
Intrinsic value: | 1.16 |
Implied volatility: | 0.36 |
Historic volatility: | 0.25 |
Parity: | 1.16 |
Time value: | 3.30 |
Break-even: | 193.10 |
Moneyness: | 1.08 |
Premium: | 0.21 |
Premium p.a.: | 0.09 |
Spread abs.: | 0.01 |
Spread %: | 0.22% |
Delta: | 0.71 |
Theta: | -0.02 |
Omega: | 2.56 |
Rho: | 1.58 |
Quote data
Open: | 4.4100 |
---|---|
High: | 4.4100 |
Low: | 4.3500 |
Previous Close: | 4.4700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -2.47% | ||
---|---|---|---|
1 Month | +15.08% | ||
3 Months | -18.84% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.5000 | 4.1700 |
---|---|---|
1M High / 1M Low: | 4.6000 | 3.7000 |
6M High / 6M Low: | 6.6800 | 3.6400 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 4.3980 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 4.2126 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 5.2548 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 76.24% | |
Volatility 6M: | 66.54% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |