HSBC WAR. CALL 12/26 AMZ/ DE000HS2R3V0 /
| 2024-05-31 9:37:25 PM | Chg.-0.310 | Bid9:59:59 PM | Ask9:59:59 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.670EUR | -4.44% | 6.760 Bid Size: 150,000 |
6.780 Ask Size: 150,000 |
Amazon.com Inc | 130.00 USD | 2026-12-18 | Call |
Master data
| WKN: | HS2R3V |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Amazon.com Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 130.00 USD |
| Maturity: | 2026-12-18 |
| Issue date: | 2023-10-31 |
| Last trading day: | 2026-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 2.40 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.82 |
|---|---|
| Intrinsic value: | 4.28 |
| Implied volatility: | 0.41 |
| Historic volatility: | 0.25 |
| Parity: | 4.28 |
| Time value: | 2.49 |
| Break-even: | 187.53 |
| Moneyness: | 1.36 |
| Premium: | 0.15 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.02 |
| Spread %: | 0.30% |
| Delta: | 0.83 |
| Theta: | -0.02 |
| Omega: | 1.99 |
| Rho: | 1.70 |
Quote data
| Open: | 6.980 |
|---|---|
| High: | 6.980 |
| Low: | 6.670 |
| Previous Close: | 6.980 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.97% | ||
|---|---|---|---|
| 1 Month | -9.00% | ||
| 3 Months | -5.52% | ||
| YTD | +28.52% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 7.350 | 6.670 |
|---|---|---|
| 1M High / 1M Low: | 8.020 | 6.670 |
| 6M High / 6M Low: | 8.090 | 4.600 |
| High (YTD): | 2024-04-11 | 8.090 |
| Low (YTD): | 2024-01-05 | 4.600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 7.094 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 7.473 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 6.432 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 31.19% | |
| Volatility 6M: | 50.73% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
