HSBC WAR. CALL 12/27 AMZ/ DE000HS542G0 /
9/6/2024 1:35:04 PM | Chg.-0.1000 | Bid2:06:51 PM | Ask2:06:51 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.5200EUR | -3.82% | 2.5400 Bid Size: 150,000 |
2.5600 Ask Size: 150,000 |
Amazon.com Inc | 250.00 USD | 12/17/2027 | Call |
Master data
WKN: | HS542G |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | Amazon.com Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 250.00 USD |
Maturity: | 12/17/2027 |
Issue date: | 2/28/2024 |
Last trading day: | 12/16/2027 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 6.11 |
Leverage: | Yes |
Calculated values
Fair value: | 1.62 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.34 |
Historic volatility: | 0.25 |
Parity: | -6.49 |
Time value: | 2.62 |
Break-even: | 251.20 |
Moneyness: | 0.71 |
Premium: | 0.57 |
Premium p.a.: | 0.15 |
Spread abs.: | 0.01 |
Spread %: | 0.38% |
Delta: | 0.48 |
Theta: | -0.02 |
Omega: | 2.92 |
Rho: | 1.65 |
Quote data
Open: | 2.5800 |
---|---|
High: | 2.5800 |
Low: | 2.5200 |
Previous Close: | 2.6200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -2.70% | ||
---|---|---|---|
1 Month | +17.21% | ||
3 Months | -19.49% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.6200 | 2.4400 |
---|---|---|
1M High / 1M Low: | 2.6800 | 2.1200 |
6M High / 6M Low: | 4.2100 | 2.0800 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.5660 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.4339 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 3.1355 | |
Avg. volume 6M: | 6.8992 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 83.99% | |
Volatility 6M: | 75.13% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |