HSBC WAR. CALL 01/26 AMG/ DE000HS2FUS5 /
2024-05-27 9:36:50 PM | Chg.+0.0800 | Bid9:59:31 PM | Ask9:59:31 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.9400EUR | +2.80% | 2.8800 Bid Size: 50,000 |
2.9100 Ask Size: 50,000 |
Amgen Inc | 350.00 USD | 2026-01-16 | Call |
Master data
WKN: | HS2FUS |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | Amgen Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 350.00 USD |
Maturity: | 2026-01-16 |
Issue date: | 2023-09-28 |
Last trading day: | 2026-01-15 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 9.89 |
Leverage: | Yes |
Calculated values
Fair value: | 2.41 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.26 |
Historic volatility: | 0.23 |
Parity: | -4.07 |
Time value: | 2.85 |
Break-even: | 351.18 |
Moneyness: | 0.87 |
Premium: | 0.25 |
Premium p.a.: | 0.14 |
Spread abs.: | 0.02 |
Spread %: | 0.71% |
Delta: | 0.48 |
Theta: | -0.04 |
Omega: | 4.72 |
Rho: | 1.74 |
Quote data
Open: | 2.8000 |
---|---|
High: | 2.9400 |
Low: | 2.7300 |
Previous Close: | 2.8600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -8.41% | ||
---|---|---|---|
1 Month | +86.08% | ||
3 Months | +67.05% | ||
YTD | +39.34% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.2100 | 2.8600 |
---|---|---|
1M High / 1M Low: | 3.4300 | 1.7000 |
6M High / 6M Low: | 3.6400 | 1.3900 |
High (YTD): | 2024-02-05 | 3.6400 |
Low (YTD): | 2024-04-18 | 1.4100 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 3.0460 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.7984 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 2.1467 | |
Avg. volume 6M: | .5323 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 278.51% | |
Volatility 6M: | 135.52% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |