HSBC WAR. CALL 12/27 AMZ/ DE000HS542D7 /
2024-06-21 9:36:06 PM | Chg.+0.1100 | Bid9:59:27 PM | Ask9:59:27 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.2800EUR | +2.64% | 4.4000 Bid Size: 150,000 |
4.4100 Ask Size: 150,000 |
Amazon.com Inc | 220.00 USD | 2027-12-17 | Call |
Master data
WKN: | HS542D |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | Amazon.com Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 220.00 USD |
Maturity: | 2027-12-17 |
Issue date: | 2024-02-28 |
Last trading day: | 2027-12-16 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 4.01 |
Leverage: | Yes |
Calculated values
Fair value: | 3.09 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.35 |
Historic volatility: | 0.25 |
Parity: | -2.89 |
Time value: | 4.41 |
Break-even: | 249.86 |
Moneyness: | 0.86 |
Premium: | 0.41 |
Premium p.a.: | 0.10 |
Spread abs.: | 0.01 |
Spread %: | 0.23% |
Delta: | 0.61 |
Theta: | -0.02 |
Omega: | 2.46 |
Rho: | 2.25 |
Quote data
Open: | 4.2000 |
---|---|
High: | 4.3000 |
Low: | 4.1900 |
Previous Close: | 4.1700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +7.27% | ||
---|---|---|---|
1 Month | +7.27% | ||
3 Months | +9.74% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.2800 | 3.9800 |
---|---|---|
1M High / 1M Low: | 4.2800 | 3.6000 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 4.1060 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 4.0073 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 49.46% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |