HSBC WAR. CALL 12/25 DAP/ DE000HS2R6H2 /
| 2024-06-25 1:37:01 PM | Chg.0.000 | Bid2:49:11 PM | Ask2:49:11 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.930EUR | 0.00% | 5.850 Bid Size: 25,000 |
5.920 Ask Size: 25,000 |
Danaher Corporation | 220.00 USD | 2025-12-19 | Call |
Master data
| WKN: | HS2R6H |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Danaher Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 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: | 4.05 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.15 |
|---|---|
| Intrinsic value: | 3.43 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.21 |
| Parity: | 3.43 |
| Time value: | 2.48 |
| Break-even: | 264.09 |
| Moneyness: | 1.17 |
| Premium: | 0.10 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.04 |
| Spread %: | 0.68% |
| Delta: | 0.77 |
| Theta: | -0.04 |
| Omega: | 3.13 |
| Rho: | 1.87 |
Quote data
| Open: | 5.930 |
|---|---|
| High: | 5.930 |
| Low: | 5.930 |
| Previous Close: | 5.930 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.66% | ||
|---|---|---|---|
| 1 Month | -8.91% | ||
| 3 Months | +4.59% | ||
| YTD | +24.58% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.030 | 5.340 |
|---|---|---|
| 1M High / 1M Low: | 6.800 | 5.340 |
| 6M High / 6M Low: | 6.960 | 4.140 |
| High (YTD): | 2024-05-22 | 6.960 |
| Low (YTD): | 2024-01-15 | 4.140 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.764 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 6.137 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 5.670 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 85.91% | |
| Volatility 6M: | 70.46% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
