HSBC WAR. CALL 12/27 AMZ/ DE000HS542F2 /
2024-06-21 9:53:29 PM | Chg.+0.1800 | Bid9:59:53 PM | Ask9:59:53 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.7400EUR | +5.06% | 3.7600 Bid Size: 150,000 |
3.7700 Ask Size: 150,000 |
Amazon.com Inc | 240.00 USD | 2027-12-17 | Call |
Master data
WKN: | HS542F |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | Amazon.com Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 240.00 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: | 4.69 |
Leverage: | Yes |
Calculated values
Fair value: | 2.51 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.35 |
Historic volatility: | 0.25 |
Parity: | -4.76 |
Time value: | 3.77 |
Break-even: | 262.16 |
Moneyness: | 0.79 |
Premium: | 0.48 |
Premium p.a.: | 0.12 |
Spread abs.: | 0.01 |
Spread %: | 0.27% |
Delta: | 0.56 |
Theta: | -0.02 |
Omega: | 2.62 |
Rho: | 2.13 |
Quote data
Open: | 3.5800 |
---|---|
High: | 3.7400 |
Low: | 3.5800 |
Previous Close: | 3.5600 |
Turnover: | 7.4800 |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +10.65% | ||
---|---|---|---|
1 Month | +10.65% | ||
3 Months | +12.65% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.7400 | 3.3900 |
---|---|---|
1M High / 1M Low: | 3.7400 | 3.0400 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 3.5180 | |
Avg. volume 1W: | .4000 | |
Avg. price 1M: | 3.4045 | |
Avg. volume 1M: | .0909 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 53.04% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |