HSBC WAR. CALL 12/25 DAP/ DE000HS2R6G4 /
| 2024-09-26 9:36:07 PM | Chg.+0.730 | Bid9:59:51 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 8.040EUR | +9.99% | 8.130 Bid Size: 25,000 |
- Ask Size: - |
Danaher Corporation | 200.00 USD | 2025-12-19 | Call |
Master data
| WKN: | HS2R6G |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Danaher Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 200.00 USD |
| Maturity: | 2025-12-19 |
| Issue date: | 2023-10-31 |
| Last trading day: | 2025-12-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.29 |
| Leverage: | Yes |
Calculated values
| Fair value: | 6.97 |
|---|---|
| Intrinsic value: | 6.10 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.20 |
| Parity: | 6.10 |
| Time value: | 1.21 |
| Break-even: | 252.80 |
| Moneyness: | 1.34 |
| Premium: | 0.05 |
| Premium p.a.: | 0.04 |
| Spread abs.: | -0.07 |
| Spread %: | -0.95% |
| Delta: | 0.89 |
| Theta: | -0.03 |
| Omega: | 2.92 |
| Rho: | 1.73 |
Quote data
| Open: | 7.450 |
|---|---|
| High: | 8.040 |
| Low: | 7.450 |
| Previous Close: | 7.310 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.68% | ||
|---|---|---|---|
| 1 Month | +6.49% | ||
| 3 Months | +15.68% | ||
| YTD | +37.44% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 8.040 | 7.310 |
|---|---|---|
| 1M High / 1M Low: | 8.130 | 7.220 |
| 6M High / 6M Low: | 9.000 | 5.770 |
| High (YTD): | 2024-08-01 | 9.000 |
| Low (YTD): | 2024-01-15 | 5.230 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 7.792 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 7.717 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 7.305 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 59.33% | |
| Volatility 6M: | 66.45% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
