HSBC WAR. CALL 12/25 DAP/ DE000HS2R6L4 /
| 2024-09-26 9:36:51 PM | Chg.+0.5600 | Bid9:59:57 PM | Ask9:59:57 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.1400EUR | +15.64% | 4.2000 Bid Size: 25,000 |
4.2300 Ask Size: 25,000 |
Danaher Corporation | 260.00 USD | 2025-12-19 | Call |
Master data
| WKN: | HS2R6L |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Danaher Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 260.00 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: | 6.63 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.01 |
|---|---|
| Intrinsic value: | 0.71 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.20 |
| Parity: | 0.71 |
| Time value: | 2.92 |
| Break-even: | 269.91 |
| Moneyness: | 1.03 |
| Premium: | 0.12 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.03 |
| Spread %: | 0.83% |
| Delta: | 0.65 |
| Theta: | -0.04 |
| Omega: | 4.32 |
| Rho: | 1.48 |
Quote data
| Open: | 3.6600 |
|---|---|
| High: | 4.1400 |
| Low: | 3.6600 |
| Previous Close: | 3.5800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.02% | ||
|---|---|---|---|
| 1 Month | +8.38% | ||
| 3 Months | +21.05% | ||
| YTD | +40.34% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.1400 | 3.5800 |
|---|---|---|
| 1M High / 1M Low: | 4.2300 | 3.5800 |
| 6M High / 6M Low: | 5.0000 | 2.6800 |
| High (YTD): | 2024-08-01 | 5.0000 |
| Low (YTD): | 2024-01-15 | 2.5000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.9460 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.9183 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.7463 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 88.25% | |
| Volatility 6M: | 94.36% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
