HSBC WAR. CALL 01/27 DAP/ DE000HS4DC92 /
| 2024-09-20 9:37:32 AM | Chg.-0.0600 | Bid11:18:12 AM | Ask11:18:12 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.6600EUR | -1.27% | 4.6500 Bid Size: 25,000 |
4.7100 Ask Size: 25,000 |
Danaher Corporation | 280.00 USD | 2027-01-15 | Call |
Master data
| WKN: | HS4DC9 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Danaher Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 280.00 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: | 5.26 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.80 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.20 |
| Parity: | -0.32 |
| Time value: | 4.71 |
| Break-even: | 298.01 |
| Moneyness: | 0.99 |
| Premium: | 0.20 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.03 |
| Spread %: | 0.64% |
| Delta: | 0.64 |
| Theta: | -0.03 |
| Omega: | 3.38 |
| Rho: | 2.60 |
Quote data
| Open: | 4.6400 |
|---|---|
| High: | 4.6600 |
| Low: | 4.6400 |
| Previous Close: | 4.7200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.19% | ||
|---|---|---|---|
| 1 Month | +1.30% | ||
| 3 Months | +18.88% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.7200 | 4.4600 |
|---|---|---|
| 1M High / 1M Low: | 4.7200 | 4.1000 |
| 6M High / 6M Low: | 5.5100 | 3.3700 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.5760 | |
| Avg. volume 1W: | 80 | |
| Avg. price 1M: | 4.4083 | |
| Avg. volume 1M: | 20.8696 | |
| Avg. price 6M: | 4.3460 | |
| Avg. volume 6M: | 5.5814 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 45.22% | |
| Volatility 6M: | 71.83% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
