HSBC WAR. CALL 01/27 DAP/ DE000HS4DCD6 /
2024-06-19 11:35:55 AM | Chg.0.0000 | Bid11:51:42 AM | Ask11:51:42 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.7300EUR | 0.00% | 1.7100 Bid Size: 25,000 |
1.7700 Ask Size: 25,000 |
Danaher Corporation | 380.00 USD | 2027-01-15 | Call |
Master data
WKN: | HS4DCD |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | Danaher Corporation |
Type: | Warrant |
Option type: | Call |
Strike price: | 380.00 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: | 13.70 |
Leverage: | Yes |
Calculated values
Fair value: | 0.94 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.27 |
Historic volatility: | 0.21 |
Parity: | -11.41 |
Time value: | 1.75 |
Break-even: | 371.36 |
Moneyness: | 0.68 |
Premium: | 0.55 |
Premium p.a.: | 0.19 |
Spread abs.: | 0.03 |
Spread %: | 1.74% |
Delta: | 0.32 |
Theta: | -0.03 |
Omega: | 4.39 |
Rho: | 1.53 |
Quote data
Open: | 1.7300 |
---|---|
High: | 1.7300 |
Low: | 1.7300 |
Previous Close: | 1.7300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -11.73% | ||
---|---|---|---|
1 Month | -13.50% | ||
3 Months | -9.90% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.9600 | 1.6700 |
---|---|---|
1M High / 1M Low: | 2.1500 | 1.6700 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.7480 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.9173 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 78.33% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |