HSBC Call 350 DHR 15.01.2027/  DE000HS4DCC8  /

Frankfurt Zert./HSBC
2024-06-14  9:35:20 PM Chg.-0.050 Bid9:58:45 PM Ask9:58:45 PM Underlying Strike price Expiration date Option type
2.170EUR -2.25% 2.190
Bid Size: 25,000
2.220
Ask Size: 25,000
Danaher Corporation 350.00 USD 2027-01-15 Call
 

Master data

WKN: HS4DCC
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 350.00 USD
Maturity: 2027-01-15
Issue date: 2024-01-24
Last trading day: 2027-01-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.68
Leverage: Yes

Calculated values

Fair value: 1.33
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.21
Parity: -8.89
Time value: 2.23
Break-even: 349.26
Moneyness: 0.73
Premium: 0.47
Premium p.a.: 0.16
Spread abs.: 0.03
Spread %: 1.36%
Delta: 0.38
Theta: -0.03
Omega: 4.10
Rho: 1.79
 

Quote data

Open: 2.190
High: 2.190
Low: 2.110
Previous Close: 2.220
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -14.90%
1 Month
  -14.23%
3 Months
  -8.05%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.570 2.170
1M High / 1M Low: 2.780 2.170
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.400
Avg. volume 1W:   0.000
Avg. price 1M:   2.517
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   82.65%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -