HSBC WAR. CALL 01/27 AMZ/ DE000HS2R4G9 /
| 2024-05-28 11:35:40 AM | Chg.-0.010 | Bid12:07:01 PM | Ask12:07:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.690EUR | -0.15% | 6.670 Bid Size: 150,000 |
6.710 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: | 2.46 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.59 |
|---|---|
| Intrinsic value: | 3.75 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.25 |
| Parity: | 3.75 |
| Time value: | 3.01 |
| Break-even: | 196.50 |
| Moneyness: | 1.29 |
| Premium: | 0.18 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.04 |
| Spread %: | 0.60% |
| Delta: | 0.81 |
| Theta: | -0.02 |
| Omega: | 1.98 |
| Rho: | 1.75 |
Quote data
| Open: | 6.690 |
|---|---|
| High: | 6.690 |
| Low: | 6.690 |
| Previous Close: | 6.700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.04% | ||
|---|---|---|---|
| 1 Month | -1.62% | ||
| 3 Months | +8.25% | ||
| YTD | +41.14% | ||
| 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: | 6.728 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 7.021 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 5.884 | |
| Avg. volume 6M: | 16.613 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 27.84% | |
| Volatility 6M: | 53.19% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
