HSBC WAR. CALL 01/27 DAP/ DE000HS4DCC8 /
| 2024-09-20 9:37:34 PM | Chg.-0.1300 | Bid9:59:53 PM | Ask9:59:53 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.2600EUR | -5.44% | 2.2300 Bid Size: 25,000 |
2.2600 Ask Size: 25,000 |
Danaher Corporation | 350.00 USD | 2027-01-15 | Call |
Master data
| WKN: | HS4DCC |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Danaher Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 350.00 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: | 10.28 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.61 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.20 |
| Parity: | -6.59 |
| Time value: | 2.41 |
| Break-even: | 337.74 |
| Moneyness: | 0.79 |
| Premium: | 0.36 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.03 |
| Spread %: | 1.26% |
| Delta: | 0.42 |
| Theta: | -0.03 |
| Omega: | 4.31 |
| Rho: | 1.85 |
Quote data
| Open: | 2.3400 |
|---|---|
| High: | 2.3600 |
| Low: | 2.2600 |
| Previous Close: | 2.3900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +1.35% | ||
|---|---|---|---|
| 1 Month | +1.35% | ||
| 3 Months | +10.78% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.3900 | 2.2300 |
|---|---|---|
| 1M High / 1M Low: | 2.3900 | 2.0100 |
| 6M High / 6M Low: | 2.9900 | 1.7100 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.2820 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.1643 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.2516 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 42.43% | |
| Volatility 6M: | 74.57% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
