HSBC WAR. CALL 06/27 AMZ/ DE000HS5RFX4 /
5/30/2024 3:36:20 PM | Chg.-0.0900 | Bid4:30:07 PM | Ask4:30:07 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.4400EUR | -3.56% | 2.4100 Bid Size: 150,000 |
2.4200 Ask Size: 150,000 |
Amazon.com Inc | 260.00 USD | 6/18/2027 | Call |
Master data
WKN: | HS5RFX |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | Amazon.com Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 260.00 USD |
Maturity: | 6/18/2027 |
Issue date: | 3/28/2024 |
Last trading day: | 6/17/2027 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 6.74 |
Leverage: | Yes |
Calculated values
Fair value: | 1.54 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.34 |
Historic volatility: | 0.25 |
Parity: | -7.22 |
Time value: | 2.50 |
Break-even: | 265.72 |
Moneyness: | 0.70 |
Premium: | 0.58 |
Premium p.a.: | 0.16 |
Spread abs.: | 0.01 |
Spread %: | 0.40% |
Delta: | 0.45 |
Theta: | -0.02 |
Omega: | 3.06 |
Rho: | 1.58 |
Quote data
Open: | 2.4600 |
---|---|
High: | 2.4600 |
Low: | 2.4400 |
Previous Close: | 2.5300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -0.81% | ||
---|---|---|---|
1 Month | -7.58% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.5300 | 2.4500 |
---|---|---|
1M High / 1M Low: | 2.9500 | 2.4500 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.4820 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.6757 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 36.98% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |