HSBC Call 240 DHR 15.01.2027
/ DE000HS4DC68
HSBC Call 240 DHR 15.01.2027/ DE000HS4DC68 /
| 9/27/2024 9:35:43 PM |
Chg.+0.050 |
Bid9:58:53 PM |
Ask9:58:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.720EUR |
+0.75% |
6.650
Bid Size: 25,000 |
6.690
Ask Size: 25,000 |
Danaher Corporation |
240.00 USD |
1/15/2027 |
Call |
Master data
| WKN: |
HS4DC6 |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
1/15/2027 |
| Issue date: |
1/24/2024 |
| Last trading day: |
1/14/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.86 |
| Intrinsic value: |
3.30 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.20 |
| Parity: |
3.30 |
| Time value: |
3.50 |
| Break-even: |
282.73 |
| Moneyness: |
1.15 |
| Premium: |
0.14 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.04 |
| Spread %: |
0.59% |
| Delta: |
0.77 |
| Theta: |
-0.03 |
| Omega: |
2.79 |
| Rho: |
2.80 |
Quote data
| Open: |
6.770 |
| High: |
6.860 |
| Low: |
6.690 |
| Previous Close: |
6.670 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.70% |
| 1 Month |
|
|
+6.84% |
| 3 Months |
|
|
+14.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.670 |
6.040 |
| 1M High / 1M Low: |
6.770 |
6.040 |
| 6M High / 6M Low: |
7.690 |
4.870 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.452 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.426 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.211 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.56% |
| Volatility 6M: |
|
67.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
