HSBC WAR. CALL 12/26 AMZ/ DE000HS2R416 /
2024-06-06 1:37:20 PM | Chg.0.000 | Bid2:09:24 PM | Ask2:09:24 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
5.410EUR | 0.00% | 5.410 Bid Size: 150,000 |
5.450 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: | 3.08 |
Leverage: | Yes |
Calculated values
Fair value: | 4.36 |
---|---|
Intrinsic value: | 1.96 |
Implied volatility: | 0.38 |
Historic volatility: | 0.25 |
Parity: | 1.96 |
Time value: | 3.46 |
Break-even: | 201.34 |
Moneyness: | 1.13 |
Premium: | 0.21 |
Premium p.a.: | 0.08 |
Spread abs.: | 0.02 |
Spread %: | 0.37% |
Delta: | 0.75 |
Theta: | -0.02 |
Omega: | 2.30 |
Rho: | 1.78 |
Quote data
Open: | 5.410 |
---|---|
High: | 5.410 |
Low: | 5.410 |
Previous Close: | 5.410 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +1.31% | ||
---|---|---|---|
1 Month | -12.03% | ||
3 Months | +7.13% | ||
YTD | +43.50% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 5.410 | 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: | 5.242 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 5.703 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 4.905 | |
Avg. volume 6M: | 2.544 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 37.82% | |
Volatility 6M: | 59.91% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |