HSBC Call 120 AMZN 15.01.2027
/ DE000HS2R4E4
HSBC Call 120 AMZN 15.01.2027/ DE000HS2R4E4 /
| 2024-05-13 9:35:26 PM |
Chg.-0.160 |
Bid9:59:50 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.340EUR |
-1.88% |
8.390
Bid Size: 150,000 |
-
Ask Size: - |
Amazon.com Inc |
120.00 USD |
2027-01-15 |
Call |
Master data
| WKN: |
HS2R4E |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Amazon.com Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2027-01-15 |
| Issue date: |
2023-10-31 |
| Last trading day: |
2027-01-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.62 |
| Intrinsic value: |
6.27 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.26 |
| Parity: |
6.27 |
| Time value: |
2.23 |
| Break-even: |
196.42 |
| Moneyness: |
1.56 |
| Premium: |
0.13 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.24% |
| Delta: |
0.87 |
| Theta: |
-0.02 |
| Omega: |
1.78 |
| Rho: |
1.78 |
Quote data
| Open: |
8.500 |
| High: |
8.520 |
| Low: |
8.310 |
| Previous Close: |
8.500 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.23% |
| 1 Month |
|
|
-2.00% |
| 3 Months |
|
|
+19.66% |
| YTD |
|
|
+45.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.690 |
8.500 |
| 1M High / 1M Low: |
8.690 |
7.460 |
| 6M High / 6M Low: |
8.780 |
5.160 |
| High (YTD): |
2024-04-11 |
8.780 |
| Low (YTD): |
2024-01-05 |
5.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.568 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.146 |
| Avg. volume 1M: |
|
5.263 |
| Avg. price 6M: |
|
6.762 |
| Avg. volume 6M: |
|
7.468 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
45.50% |
| Volatility 6M: |
|
48.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
