HSBC WAR. CALL 01/27 DAP/ DE000HS4DC68 /
| 2024-09-19 9:37:38 PM | Chg.+0.290 | Bid9:59:49 PM | Ask9:59:49 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.820EUR | +4.44% | 6.740 Bid Size: 25,000 |
6.780 Ask Size: 25,000 |
Danaher Corporation | 240.00 USD | 2027-01-15 | Call |
Master data
| WKN: | HS4DC6 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Danaher Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 240.00 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: | 3.76 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.56 |
|---|---|
| Intrinsic value: | 2.87 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.20 |
| Parity: | 2.87 |
| Time value: | 3.64 |
| Break-even: | 281.05 |
| Moneyness: | 1.13 |
| Premium: | 0.15 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.04 |
| Spread %: | 0.62% |
| Delta: | 0.75 |
| Theta: | -0.03 |
| Omega: | 2.83 |
| Rho: | 2.77 |
Quote data
| Open: | 6.570 |
|---|---|
| High: | 6.870 |
| Low: | 6.570 |
| Previous Close: | 6.530 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.40% | ||
|---|---|---|---|
| 1 Month | +2.10% | ||
| 3 Months | +20.71% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.820 | 6.480 |
|---|---|---|
| 1M High / 1M Low: | 6.820 | 6.050 |
| 6M High / 6M Low: | 7.730 | 4.930 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 6.658 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 6.449 | |
| Avg. volume 1M: | 6.739 | |
| Avg. price 6M: | 6.220 | |
| Avg. volume 6M: | 1.202 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 40.37% | |
| Volatility 6M: | 66.28% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
