HSBC WAR. CALL 01/26 AMG/ DE000HS5RFG9 /
21/06/2024 21:35:22 | Chg.-0.0100 | Bid21:59:34 | Ask21:59:34 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.8600EUR | -0.26% | 3.7500 Bid Size: 50,000 |
3.7700 Ask Size: 50,000 |
Amgen Inc | 320.00 USD | 16/01/2026 | Call |
Master data
WKN: | HS5RFG |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | Amgen Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 320.00 USD |
Maturity: | 16/01/2026 |
Issue date: | 28/03/2024 |
Last trading day: | 15/01/2026 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 7.64 |
Leverage: | Yes |
Calculated values
Fair value: | 3.48 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.25 |
Historic volatility: | 0.23 |
Parity: | -1.11 |
Time value: | 3.77 |
Break-even: | 336.98 |
Moneyness: | 0.96 |
Premium: | 0.17 |
Premium p.a.: | 0.10 |
Spread abs.: | 0.02 |
Spread %: | 0.53% |
Delta: | 0.59 |
Theta: | -0.04 |
Omega: | 4.47 |
Rho: | 2.06 |
Quote data
Open: | 3.8800 |
---|---|
High: | 3.9800 |
Low: | 3.8400 |
Previous Close: | 3.8700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +18.77% | ||
---|---|---|---|
1 Month | -2.03% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.8700 | 3.5400 |
---|---|---|
1M High / 1M Low: | 4.0200 | 3.2500 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 3.7160 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.6782 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 73.13% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |