HSBC WAR. CALL 12/25 DAP/ DE000HS2R6M2 /
| 2024-09-27 9:35:20 AM | Chg.+0.0600 | Bid10:02:23 AM | Ask10:02:23 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.2000EUR | +1.91% | 3.1800 Bid Size: 25,000 |
3.2400 Ask Size: 25,000 |
Danaher Corporation | 280.00 USD | 2025-12-19 | Call |
Master data
| WKN: | HS2R6M |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Danaher Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 280.00 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: | 7.65 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.59 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.20 |
| Parity: | -0.27 |
| Time value: | 3.24 |
| Break-even: | 282.92 |
| Moneyness: | 0.99 |
| Premium: | 0.14 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.03 |
| Spread %: | 0.93% |
| Delta: | 0.60 |
| Theta: | -0.04 |
| Omega: | 4.58 |
| Rho: | 1.42 |
Quote data
| Open: | 3.2000 |
|---|---|
| High: | 3.2000 |
| Low: | 3.2000 |
| Previous Close: | 3.1400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +6.67% | ||
|---|---|---|---|
| 1 Month | +10.73% | ||
| 3 Months | +23.08% | ||
| YTD | +41.59% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.1400 | 2.6700 |
|---|---|---|
| 1M High / 1M Low: | 3.2300 | 2.6700 |
| 6M High / 6M Low: | 3.9400 | 2.0000 |
| High (YTD): | 2024-08-01 | 3.9400 |
| Low (YTD): | 2024-01-12 | 1.8600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.9740 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.9717 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.8817 | |
| Avg. volume 6M: | 1.6279 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 97.93% | |
| Volatility 6M: | 102.80% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
