HSBC Call 120 AMZN 15.01.2027
/ DE000HS2R4E4
HSBC Call 120 AMZN 15.01.2027/ DE000HS2R4E4 /
| 5/14/2024 12:35:35 PM |
Chg.-0.040 |
Bid5/14/2024 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.300EUR |
-0.48% |
8.300
Bid Size: 150,000 |
-
Ask Size: - |
Amazon.com Inc |
120.00 USD |
1/15/2027 |
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: |
1/15/2027 |
| Issue date: |
10/31/2023 |
| Last trading day: |
1/14/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.52 |
| Intrinsic value: |
6.17 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.26 |
| Parity: |
6.17 |
| Time value: |
2.34 |
| Break-even: |
196.29 |
| Moneyness: |
1.55 |
| Premium: |
0.14 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.11 |
| Spread %: |
1.31% |
| Delta: |
0.87 |
| Theta: |
-0.02 |
| Omega: |
1.76 |
| Rho: |
1.73 |
Quote data
| Open: |
8.380 |
| High: |
8.400 |
| Low: |
8.290 |
| Previous Close: |
8.340 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.92% |
| 1 Month |
|
|
-2.47% |
| 3 Months |
|
|
+15.92% |
| YTD |
|
|
+44.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.690 |
8.340 |
| 1M High / 1M Low: |
8.690 |
7.460 |
| 6M High / 6M Low: |
8.780 |
5.160 |
| High (YTD): |
4/11/2024 |
8.780 |
| Low (YTD): |
1/5/2024 |
5.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.530 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.156 |
| Avg. volume 1M: |
|
5 |
| Avg. price 6M: |
|
6.786 |
| Avg. volume 6M: |
|
7.468 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
44.83% |
| Volatility 6M: |
|
48.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
