HSBC WAR. CALL 01/26 DAP/ DE000HS2R6Q3 /
| 2024-09-27 11:36:41 AM | Chg.+0.090 | Bid12:20:31 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 8.210EUR | +1.11% | 8.190 Bid Size: 25,000 |
- Ask Size: - |
Danaher Corporation | 200.00 USD | 2026-01-16 | Call |
Master data
| WKN: | HS2R6Q |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Danaher Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 200.00 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: | 3.06 |
| Leverage: | Yes |
Calculated values
| Fair value: | 7.77 |
|---|---|
| Intrinsic value: | 6.88 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.20 |
| Parity: | 6.88 |
| Time value: | 1.23 |
| Break-even: | 260.04 |
| Moneyness: | 1.38 |
| Premium: | 0.05 |
| Premium p.a.: | 0.04 |
| Spread abs.: | -0.10 |
| Spread %: | -1.22% |
| Delta: | 0.90 |
| Theta: | -0.03 |
| Omega: | 2.75 |
| Rho: | 1.85 |
Quote data
| Open: | 8.200 |
|---|---|
| High: | 8.220 |
| Low: | 8.200 |
| Previous Close: | 8.120 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.32% | ||
|---|---|---|---|
| 1 Month | +7.74% | ||
| 3 Months | +16.79% | ||
| YTD | +38.92% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 8.120 | 7.380 |
|---|---|---|
| 1M High / 1M Low: | 8.200 | 7.290 |
| 6M High / 6M Low: | 9.080 | 5.860 |
| High (YTD): | 2024-08-01 | 9.080 |
| Low (YTD): | 2024-01-15 | 5.300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 7.854 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 7.785 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 7.388 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 60.27% | |
| Volatility 6M: | 66.08% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
