HSBC WAR. CALL 01/25 AMZ/ DE000TT9CYC8 /
2024-04-26 9:37:28 PM | Chg.+0.850 | Bid9:59:58 PM | Ask9:59:58 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
6.570EUR | +14.86% | 6.580 Bid Size: 75,000 |
6.600 Ask Size: 75,000 |
Amazon.com Inc | 160.00 USD | 2025-01-15 | Call |
Master data
WKN: | TT9CYC |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | Amazon.com Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 160.00 USD |
Maturity: | 2025-01-15 |
Issue date: | 2021-10-14 |
Last trading day: | 2025-01-14 |
Ratio: | 5:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 4.93 |
Leverage: | Yes |
Calculated values
Fair value: | 4.76 |
---|---|
Intrinsic value: | 2.56 |
Implied volatility: | 0.45 |
Historic volatility: | 0.26 |
Parity: | 2.56 |
Time value: | 4.03 |
Break-even: | 182.58 |
Moneyness: | 1.09 |
Premium: | 0.12 |
Premium p.a.: | 0.18 |
Spread abs.: | 0.02 |
Spread %: | 0.30% |
Delta: | 0.68 |
Theta: | -0.05 |
Omega: | 3.37 |
Rho: | 0.56 |
Quote data
Open: | 6.530 |
---|---|
High: | 6.600 |
Low: | 6.220 |
Previous Close: | 5.720 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +10.79% | ||
---|---|---|---|
1 Month | -0.45% | ||
3 Months | +57.18% | ||
YTD | +73.35% | ||
1 Year | +350.00% | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 6.570 | 5.720 |
---|---|---|
1M High / 1M Low: | 8.030 | 5.720 |
6M High / 6M Low: | 8.030 | 2.160 |
High (YTD): | 2024-04-11 | 8.030 |
Low (YTD): | 2024-01-05 | 2.860 |
52W High: | 2024-04-11 | 8.030 |
52W Low: | 2023-05-02 | 1.060 |
Avg. price 1W: | 6.250 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 6.869 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 4.749 | |
Avg. volume 6M: | 19.714 | |
Avg. price 1Y: | 3.580 | |
Avg. volume 1Y: | 9.703 | |
Volatility 1M: | 92.05% | |
Volatility 6M: | 106.31% | |
Volatility 1Y: | 118.99% | |
Volatility 3Y: | - |