HSBC WAR. CALL 12/25 DAP/ DE000HS2R6K6 /
| 2024-09-26 7:36:07 PM | Chg.+0.5600 | Bid9:20:11 PM | Ask9:20:11 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.6600EUR | +13.66% | 4.7300 Bid Size: 25,000 |
4.7600 Ask Size: 25,000 |
Danaher Corporation | 250.00 USD | 2025-12-19 | Call |
Master data
| WKN: | HS2R6K |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Danaher Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 250.00 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: | 5.80 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.54 |
|---|---|
| Intrinsic value: | 1.61 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.20 |
| Parity: | 1.61 |
| Time value: | 2.54 |
| Break-even: | 266.12 |
| Moneyness: | 1.07 |
| Premium: | 0.11 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.03 |
| Spread %: | 0.73% |
| Delta: | 0.70 |
| Theta: | -0.04 |
| Omega: | 4.05 |
| Rho: | 1.56 |
Quote data
| Open: | 4.1900 |
|---|---|
| High: | 4.6600 |
| Low: | 4.1900 |
| Previous Close: | 4.1000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.31% | ||
|---|---|---|---|
| 1 Month | +5.43% | ||
| 3 Months | +14.22% | ||
| YTD | +40.79% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.7700 | 4.1000 |
|---|---|---|
| 1M High / 1M Low: | 4.7900 | 4.0900 |
| 6M High / 6M Low: | 5.5700 | 3.0800 |
| High (YTD): | 2024-08-01 | 5.5700 |
| Low (YTD): | 2024-01-15 | 2.8500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.5060 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.4513 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.2380 | |
| Avg. volume 6M: | .8062 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 66.42% | |
| Volatility 6M: | 87.81% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
