HSBC Call 150 AMZN 15.01.2027
/ DE000HS2R4H7
HSBC Call 150 AMZN 15.01.2027/ DE000HS2R4H7 /
| 29/05/2024 08:18:02 |
Chg.- |
Bid08:09:51 |
Ask08:09:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.13EUR |
- |
6.12
Bid Size: 150,000 |
6.16
Ask Size: 150,000 |
Amazon.com Inc |
150.00 USD |
15/01/2027 |
Call |
Master data
| WKN: |
HS2R4H |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Amazon.com Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
15/01/2027 |
| Issue date: |
31/10/2023 |
| Last trading day: |
14/01/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.10 |
| Intrinsic value: |
2.96 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.25 |
| Parity: |
2.96 |
| Time value: |
3.25 |
| Break-even: |
200.33 |
| Moneyness: |
1.21 |
| Premium: |
0.19 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.32% |
| Delta: |
0.78 |
| Theta: |
-0.02 |
| Omega: |
2.11 |
| Rho: |
1.82 |
Quote data
| Open: |
6.13 |
| High: |
6.13 |
| Low: |
6.13 |
| Previous Close: |
6.12 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.01% |
| 1 Month |
|
|
-5.98% |
| 3 Months |
|
|
+11.05% |
| YTD |
|
|
+44.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.32 |
6.10 |
| 1M High / 1M Low: |
6.88 |
6.10 |
| 6M High / 6M Low: |
6.94 |
3.71 |
| High (YTD): |
12/04/2024 |
6.94 |
| Low (YTD): |
05/01/2024 |
3.71 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.38 |
| Avg. volume 6M: |
|
4.60 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
32.94% |
| Volatility 6M: |
|
56.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
