HSBC WAR. CALL 01/26 AMG/ DE000HS2FUT3 /
| 14/06/2024 21:37:29 | Chg.-0.0200 | Bid21:58:56 | Ask21:58:56 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2100EUR | -1.63% | 1.2000 Bid Size: 50,000 |
1.2200 Ask Size: 50,000 |
Amgen Inc | 400.00 USD | 16/01/2026 | Call |
Master data
| WKN: | HS2FUT |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Amgen Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 400.00 USD |
| Maturity: | 16/01/2026 |
| Issue date: | 28/09/2023 |
| Last trading day: | 15/01/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 22.87 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.01 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.22 |
| Parity: | -9.47 |
| Time value: | 1.22 |
| Break-even: | 385.86 |
| Moneyness: | 0.75 |
| Premium: | 0.38 |
| Premium p.a.: | 0.23 |
| Spread abs.: | 0.02 |
| Spread %: | 1.67% |
| Delta: | 0.27 |
| Theta: | -0.03 |
| Omega: | 6.17 |
| Rho: | 1.00 |
Quote data
| Open: | 1.2300 |
|---|---|
| High: | 1.2300 |
| Low: | 1.2100 |
| Previous Close: | 1.2300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -18.79% | ||
|---|---|---|---|
| 1 Month | -36.98% | ||
| 3 Months | +57.14% | ||
| YTD | +7.08% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.4200 | 1.2100 |
|---|---|---|
| 1M High / 1M Low: | 1.9200 | 1.2100 |
| 6M High / 6M Low: | 2.2000 | 0.7100 |
| High (YTD): | 05/02/2024 | 2.2000 |
| Low (YTD): | 18/04/2024 | 0.7100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2920 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.5618 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.2529 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 75.68% | |
| Volatility 6M: | 171.70% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
