HSBC Call 120 AMZN 15.01.2027
/ DE000HS2R4E4
HSBC Call 120 AMZN 15.01.2027/ DE000HS2R4E4 /
2024-06-04 9:35:32 PM |
Chg.+0.150 |
Bid9:59:53 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
7.600EUR |
+2.01% |
7.620 Bid Size: 150,000 |
- Ask Size: - |
Amazon.com Inc |
120.00 USD |
2027-01-15 |
Call |
Master data
WKN: |
HS2R4E |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
Amazon.com Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 USD |
Maturity: |
2027-01-15 |
Issue date: |
2023-10-31 |
Last trading day: |
2027-01-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.65 |
Intrinsic value: |
5.35 |
Implied volatility: |
0.41 |
Historic volatility: |
0.25 |
Parity: |
5.35 |
Time value: |
2.12 |
Break-even: |
184.72 |
Moneyness: |
1.49 |
Premium: |
0.13 |
Premium p.a.: |
0.05 |
Spread abs.: |
-0.07 |
Spread %: |
-0.93% |
Delta: |
0.86 |
Theta: |
-0.02 |
Omega: |
1.88 |
Rho: |
1.72 |
Quote data
Open: |
7.510 |
High: |
7.650 |
Low: |
7.390 |
Previous Close: |
7.450 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-3.92% |
1 Month |
|
|
-9.42% |
3 Months |
|
|
-0.78% |
YTD |
|
|
+32.64% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.010 |
7.310 |
1M High / 1M Low: |
8.690 |
7.310 |
6M High / 6M Low: |
8.780 |
5.160 |
High (YTD): |
2024-04-11 |
8.780 |
Low (YTD): |
2024-01-05 |
5.160 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.666 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.089 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
7.079 |
Avg. volume 6M: |
|
7.408 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
29.11% |
Volatility 6M: |
|
47.44% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |