HSBC WAR. CALL 12/26 AMZ/ DE000HS2R416 /
| 2024-05-31 9:37:23 PM | Chg.-0.300 | Bid9:59:59 PM | Ask9:59:59 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.040EUR | -5.62% | 5.120 Bid Size: 150,000 |
5.140 Ask Size: 150,000 |
Amazon.com Inc | 160.00 USD | 2026-12-18 | Call |
Master data
| WKN: | HS2R41 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Amazon.com Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 160.00 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: | 3.16 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.07 |
|---|---|
| Intrinsic value: | 1.52 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.25 |
| Parity: | 1.52 |
| Time value: | 3.62 |
| Break-even: | 198.89 |
| Moneyness: | 1.10 |
| Premium: | 0.22 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.02 |
| Spread %: | 0.39% |
| Delta: | 0.73 |
| Theta: | -0.02 |
| Omega: | 2.32 |
| Rho: | 1.73 |
Quote data
| Open: | 5.340 |
|---|---|
| High: | 5.340 |
| Low: | 5.040 |
| Previous Close: | 5.340 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.36% | ||
|---|---|---|---|
| 1 Month | -11.73% | ||
| 3 Months | -6.84% | ||
| YTD | +33.69% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.650 | 5.040 |
|---|---|---|
| 1M High / 1M Low: | 6.300 | 5.040 |
| 6M High / 6M Low: | 6.360 | 3.250 |
| High (YTD): | 2024-04-11 | 6.360 |
| Low (YTD): | 2024-01-05 | 3.250 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.426 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.787 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 4.862 | |
| Avg. volume 6M: | 2.544 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 36.03% | |
| Volatility 6M: | 60.45% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
