HSBC WAR. CALL 01/26 AMG/ DE000HS5RFF1 /
| 2024-05-27 9:35:19 PM | Chg.+0.150 | Bid9:59:40 PM | Ask9:59:40 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.950EUR | +2.59% | 5.860 Bid Size: 50,000 |
5.890 Ask Size: 50,000 |
Amgen Inc | 280.00 USD | 2026-01-16 | Call |
Master data
| WKN: | HS5RFF |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Amgen Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 280.00 USD |
| Maturity: | 2026-01-16 |
| Issue date: | 2024-03-28 |
| Last trading day: | 2026-01-15 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.87 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.38 |
|---|---|
| Intrinsic value: | 2.38 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.23 |
| Parity: | 2.38 |
| Time value: | 3.41 |
| Break-even: | 316.05 |
| Moneyness: | 1.09 |
| Premium: | 0.12 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.02 |
| Spread %: | 0.35% |
| Delta: | 0.73 |
| Theta: | -0.04 |
| Omega: | 3.56 |
| Rho: | 2.44 |
Quote data
| Open: | 5.720 |
|---|---|
| High: | 5.950 |
| Low: | 5.620 |
| Previous Close: | 5.800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.30% | ||
|---|---|---|---|
| 1 Month | +63.01% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.420 | 5.800 |
|---|---|---|
| 1M High / 1M Low: | 6.680 | 3.870 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 6.124 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.723 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 210.31% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
