HSBC WAR. CALL 01/27 DAP/ DE000HS4DCA2 /
| 2024-09-19 9:35:53 PM | Chg.+0.1900 | Bid9:59:55 PM | Ask9:59:55 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.9200EUR | +5.09% | 3.8900 Bid Size: 25,000 |
3.9200 Ask Size: 25,000 |
Danaher Corporation | 300.00 USD | 2027-01-15 | Call |
Master data
| WKN: | HS4DCA |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Danaher Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 300.00 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: | 6.59 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.81 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.20 |
| Parity: | -2.53 |
| Time value: | 3.71 |
| Break-even: | 307.03 |
| Moneyness: | 0.91 |
| Premium: | 0.25 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.03 |
| Spread %: | 0.82% |
| Delta: | 0.56 |
| Theta: | -0.03 |
| Omega: | 3.70 |
| Rho: | 2.33 |
Quote data
| Open: | 3.7600 |
|---|---|
| High: | 3.9400 |
| Low: | 3.7600 |
| Previous Close: | 3.7300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.53% | ||
|---|---|---|---|
| 1 Month | +3.70% | ||
| 3 Months | +21.36% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.9200 | 3.7000 |
|---|---|---|
| 1M High / 1M Low: | 3.9200 | 3.3600 |
| 6M High / 6M Low: | 4.6600 | 2.7600 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.7880 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.6252 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.6112 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 44.75% | |
| Volatility 6M: | 76.09% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
