HSBC WAR. CALL 01/26 DAP/ DE000HS2R6R1 /
| 2024-09-27 9:36:01 AM | Chg.+0.070 | Bid11:16:23 AM | Ask11:16:23 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.780EUR | +1.04% | 6.780 Bid Size: 25,000 |
6.850 Ask Size: 25,000 |
Danaher Corporation | 220.00 USD | 2026-01-16 | Call |
Master data
| WKN: | HS2R6R |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Danaher Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 USD |
| Maturity: | 2026-01-16 |
| Issue date: | 2023-10-31 |
| Last trading day: | 2026-01-15 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.64 |
| Leverage: | Yes |
Calculated values
| Fair value: | 6.24 |
|---|---|
| Intrinsic value: | 5.09 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.20 |
| Parity: | 5.09 |
| Time value: | 1.72 |
| Break-even: | 264.93 |
| Moneyness: | 1.26 |
| Premium: | 0.07 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.04 |
| Spread %: | 0.59% |
| Delta: | 0.84 |
| Theta: | -0.03 |
| Omega: | 3.04 |
| Rho: | 1.81 |
Quote data
| Open: | 6.780 |
|---|---|
| High: | 6.780 |
| Low: | 6.780 |
| Previous Close: | 6.710 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.47% | ||
|---|---|---|---|
| 1 Month | +8.31% | ||
| 3 Months | +18.32% | ||
| YTD | +41.54% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.710 | 6.030 |
|---|---|---|
| 1M High / 1M Low: | 6.790 | 5.940 |
| 6M High / 6M Low: | 7.650 | 4.670 |
| High (YTD): | 2024-08-01 | 7.650 |
| Low (YTD): | 2024-01-15 | 4.210 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 6.474 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 6.414 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 6.078 | |
| Avg. volume 6M: | .209 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 65.85% | |
| Volatility 6M: | 74.24% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
