HSBC WAR. CALL 01/27 AMZ/ DE000HS2R4G9 /
| 2024-05-29 9:36:03 PM | Chg.+0.110 | Bid9:59:58 PM | Ask9:59:58 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.830EUR | +1.64% | 6.750 Bid Size: 150,000 |
6.770 Ask Size: 150,000 |
Amazon.com Inc | 140.00 USD | 2027-01-15 | Call |
Master data
| WKN: | HS2R4G |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Amazon.com Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 140.00 USD |
| Maturity: | 2027-01-15 |
| Issue date: | 2023-10-31 |
| Last trading day: | 2027-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 2.48 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.70 |
|---|---|
| Intrinsic value: | 3.88 |
| Implied volatility: | 0.41 |
| Historic volatility: | 0.25 |
| Parity: | 3.88 |
| Time value: | 2.89 |
| Break-even: | 196.72 |
| Moneyness: | 1.30 |
| Premium: | 0.17 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.02 |
| Spread %: | 0.30% |
| Delta: | 0.81 |
| Theta: | -0.02 |
| Omega: | 2.01 |
| Rho: | 1.80 |
Quote data
| Open: | 6.720 |
|---|---|
| High: | 6.890 |
| Low: | 6.690 |
| Previous Close: | 6.720 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -0.29% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | +8.07% | ||
| YTD | +44.09% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.850 | 6.650 |
|---|---|---|
| 1M High / 1M Low: | 7.480 | 6.650 |
| 6M High / 6M Low: | 7.550 | 4.160 |
| High (YTD): | 2024-04-11 | 7.550 |
| Low (YTD): | 2024-01-05 | 4.160 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 6.720 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 7.007 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 5.902 | |
| Avg. volume 6M: | 16.613 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 27.17% | |
| Volatility 6M: | 53.16% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
