HSBC WAR. CALL 12/27 AMZ/ DE000HS542C9 /
2024-07-31 8:06:30 AM | Chg.+0.0200 | Bid8:50:46 AM | Ask8:50:46 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.2100EUR | +0.48% | 4.2500 Bid Size: 150,000 |
4.2700 Ask Size: 150,000 |
Amazon.com Inc | 210.00 USD | 2027-12-17 | Call |
Master data
WKN: | HS542C |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | Amazon.com Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 210.00 USD |
Maturity: | 2027-12-17 |
Issue date: | 2024-02-28 |
Last trading day: | 2027-12-16 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 3.92 |
Leverage: | Yes |
Calculated values
Fair value: | 2.99 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.36 |
Historic volatility: | 0.25 |
Parity: | -2.48 |
Time value: | 4.32 |
Break-even: | 237.30 |
Moneyness: | 0.87 |
Premium: | 0.40 |
Premium p.a.: | 0.10 |
Spread abs.: | 0.01 |
Spread %: | 0.23% |
Delta: | 0.62 |
Theta: | -0.02 |
Omega: | 2.44 |
Rho: | 2.10 |
Quote data
Open: | 4.2100 |
---|---|
High: | 4.2100 |
Low: | 4.2100 |
Previous Close: | 4.1900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | -18.57% | ||
3 Months | -8.08% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.3400 | 4.1900 |
---|---|---|
1M High / 1M Low: | 5.6000 | 4.1900 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 4.2500 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 4.8545 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 54.24% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |