HSBC WAR. CALL 01/26 DAP/ DE000HS2R6U5 /
| 2024-09-26 7:36:51 PM | Chg.+0.5300 | Bid9:02:45 PM | Ask9:02:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.2100EUR | +14.40% | 4.2700 Bid Size: 25,000 |
4.3000 Ask Size: 25,000 |
Danaher Corporation | 260.00 USD | 2026-01-16 | Call |
Master data
| WKN: | HS2R6U |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Danaher Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 260.00 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: | 6.45 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.11 |
|---|---|
| Intrinsic value: | 0.71 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.20 |
| Parity: | 0.71 |
| Time value: | 3.02 |
| Break-even: | 270.91 |
| Moneyness: | 1.03 |
| Premium: | 0.13 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.03 |
| Spread %: | 0.81% |
| Delta: | 0.65 |
| Theta: | -0.04 |
| Omega: | 4.22 |
| Rho: | 1.57 |
Quote data
| Open: | 3.7600 |
|---|---|
| High: | 4.2100 |
| Low: | 3.7600 |
| Previous Close: | 3.6800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.55% | ||
|---|---|---|---|
| 1 Month | +5.78% | ||
| 3 Months | +13.48% | ||
| YTD | +39.87% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.3200 | 3.6800 |
|---|---|---|
| 1M High / 1M Low: | 4.3300 | 3.6800 |
| 6M High / 6M Low: | 5.1100 | 2.8000 |
| High (YTD): | 2024-08-01 | 5.1100 |
| Low (YTD): | 2024-01-15 | 2.5700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.0620 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.0122 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.8522 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 68.76% | |
| Volatility 6M: | 89.22% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
