HSBC WAR. CALL 01/26 AMG/ DE000HS5RFG9 /
9/20/2024 9:35:28 PM | Chg.+0.0900 | Bid9:59:57 PM | Ask9:59:57 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.8100EUR | +1.91% | 4.8100 Bid Size: 50,000 |
4.8300 Ask Size: 50,000 |
Amgen Inc | 320.00 USD | 1/16/2026 | 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: | 1/16/2026 |
Issue date: | 3/28/2024 |
Last trading day: | 1/15/2026 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 6.26 |
Leverage: | Yes |
Calculated values
Fair value: | 4.44 |
---|---|
Intrinsic value: | 1.56 |
Implied volatility: | 0.25 |
Historic volatility: | 0.21 |
Parity: | 1.56 |
Time value: | 3.27 |
Break-even: | 334.95 |
Moneyness: | 1.05 |
Premium: | 0.11 |
Premium p.a.: | 0.08 |
Spread abs.: | 0.02 |
Spread %: | 0.42% |
Delta: | 0.69 |
Theta: | -0.05 |
Omega: | 4.30 |
Rho: | 2.10 |
Quote data
Open: | 4.6700 |
---|---|
High: | 4.8500 |
Low: | 4.6400 |
Previous Close: | 4.7200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +1.48% | ||
---|---|---|---|
1 Month | +5.71% | ||
3 Months | +24.61% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.8100 | 4.5200 |
---|---|---|
1M High / 1M Low: | 4.8200 | 4.0100 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 4.6880 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 4.5181 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 59.97% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |