HSBC WAR. CALL 01/26 AMG/ DE000HS2FUT3 /
| 2024-05-23 9:37:32 PM | Chg.-0.1200 | Bid9:59:52 PM | Ask9:59:52 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.6800EUR | -6.67% | 1.6500 Bid Size: 50,000 |
1.6700 Ask Size: 50,000 |
Amgen Inc | 400.00 USD | 2026-01-16 | Call |
Master data
| WKN: | HS2FUT |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Amgen Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 400.00 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: | 16.52 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.36 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.23 |
| Parity: | -8.37 |
| Time value: | 1.73 |
| Break-even: | 386.81 |
| Moneyness: | 0.77 |
| Premium: | 0.35 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.02 |
| Spread %: | 1.17% |
| Delta: | 0.33 |
| Theta: | -0.04 |
| Omega: | 5.49 |
| Rho: | 1.28 |
Quote data
| Open: | 1.7700 |
|---|---|
| High: | 1.7700 |
| Low: | 1.6100 |
| Previous Close: | 1.8000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -12.50% | ||
|---|---|---|---|
| 1 Month | +95.35% | ||
| 3 Months | +48.67% | ||
| YTD | +48.67% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.9200 | 1.8000 |
|---|---|---|
| 1M High / 1M Low: | 2.0200 | 0.7800 |
| 6M High / 6M Low: | 2.2000 | 0.7100 |
| High (YTD): | 2024-02-05 | 2.2000 |
| Low (YTD): | 2024-04-18 | 0.7100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.8460 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.4414 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1648 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 349.69% | |
| Volatility 6M: | 169.96% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
