HSBC WAR. CALL 01/26 DAP/ DE000HS2R6P5 /
| 2024-06-14 9:35:57 AM | Chg.- | Bid10:37:26 AM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 7.900EUR | - | - Bid Size: 25,000 |
- Ask Size: - |
DANAHER CORP. D... | 190.00 - | 2026-01-16 | Call |
Master data
| WKN: | HS2R6P |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | DANAHER CORP. DL-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 190.00 - |
| Maturity: | 2026-01-16 |
| Issue date: | 2023-10-31 |
| Last trading day: | 2024-06-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.03 |
| Leverage: | Yes |
Calculated values
| Fair value: | 6.35 |
|---|---|
| Intrinsic value: | 4.92 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.21 |
| Parity: | 4.92 |
| Time value: | 2.98 |
| Break-even: | 269.00 |
| Moneyness: | 1.26 |
| Premium: | 0.12 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.05 |
| Spread %: | 0.64% |
| Delta: | 0.79 |
| Theta: | -0.04 |
| Omega: | 2.40 |
| Rho: | 1.72 |
Quote data
| Open: | 7.930 |
|---|---|
| High: | 7.930 |
| Low: | 7.900 |
| Previous Close: | 7.820 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -8.67% | ||
| 3 Months | +2.86% | ||
| YTD | +20.43% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 8.980 | 7.790 |
| 6M High / 6M Low: | 9.110 | 5.890 |
| High (YTD): | 2024-05-22 | 9.110 |
| Low (YTD): | 2024-01-15 | 5.890 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 8.414 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 7.654 | |
| Avg. volume 6M: | .218 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 70.90% | |
| Volatility 6M: | 56.06% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
