HSBC Call 150 AMZN 15.01.2027
/ DE000HS2R4H7
HSBC Call 150 AMZN 15.01.2027/ DE000HS2R4H7 /
2024-05-14 8:17:55 AM |
Chg.-0.12 |
Bid1:01:42 PM |
Ask1:01:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.60EUR |
-1.79% |
6.53 Bid Size: 150,000 |
6.57 Ask Size: 150,000 |
Amazon.com Inc |
150.00 USD |
2027-01-15 |
Call |
Master data
WKN: |
HS2R4H |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
Amazon.com Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 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: |
2.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.55 |
Intrinsic value: |
3.39 |
Implied volatility: |
0.40 |
Historic volatility: |
0.26 |
Parity: |
3.39 |
Time value: |
3.24 |
Break-even: |
205.29 |
Moneyness: |
1.24 |
Premium: |
0.19 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
0.30% |
Delta: |
0.79 |
Theta: |
-0.02 |
Omega: |
2.07 |
Rho: |
1.89 |
Quote data
Open: |
6.60 |
High: |
6.60 |
Low: |
6.60 |
Previous Close: |
6.72 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.08% |
1 Month |
|
|
-4.90% |
3 Months |
|
|
+24.06% |
YTD |
|
|
+55.29% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.88 |
6.72 |
1M High / 1M Low: |
6.88 |
5.55 |
6M High / 6M Low: |
6.94 |
3.71 |
High (YTD): |
2024-04-12 |
6.94 |
Low (YTD): |
2024-01-05 |
3.71 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.80 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.43 |
Avg. volume 1M: |
|
3.50 |
Avg. price 6M: |
|
5.15 |
Avg. volume 6M: |
|
40.89 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
72.22% |
Volatility 6M: |
|
57.34% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |