HSBC WAR. CALL 06/24 DAP/ DE000HS2R5W3 /
| 2024-06-07 9:37:12 PM | Chg.-0.4200 | Bid9:59:59 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3500EUR | -23.73% | 1.2900 Bid Size: 25,000 |
- Ask Size: - |
Danaher Corporation | 250.00 USD | 2024-06-21 | Call |
Master data
| WKN: | HS2R5W |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Danaher Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 250.00 USD |
| Maturity: | 2024-06-21 |
| Issue date: | 2023-10-31 |
| Last trading day: | 2024-06-20 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 13.98 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.70 |
|---|---|
| Intrinsic value: | 1.65 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.20 |
| Parity: | 1.65 |
| Time value: | 0.11 |
| Break-even: | 247.13 |
| Moneyness: | 1.07 |
| Premium: | 0.00 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.02 |
| Spread %: | 1.15% |
| Delta: | 0.89 |
| Theta: | -0.12 |
| Omega: | 12.47 |
| Rho: | 0.08 |
Quote data
| Open: | 1.7300 |
|---|---|
| High: | 1.7300 |
| Low: | 1.3500 |
| Previous Close: | 1.7700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +84.93% | ||
|---|---|---|---|
| 1 Month | +104.55% | ||
| 3 Months | -19.64% | ||
| YTD | +20.54% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.7700 | 1.2200 |
|---|---|---|
| 1M High / 1M Low: | 1.8300 | 0.6400 |
| 6M High / 6M Low: | 1.8400 | 0.5100 |
| High (YTD): | 2024-03-04 | 1.8400 |
| Low (YTD): | 2024-04-22 | 0.5100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.4860 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2657 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1584 | |
| Avg. volume 6M: | .4000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 379.83% | |
| Volatility 6M: | 273.73% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
