HSBC Call 260 DHR 15.01.2027
/ DE000HS4DC84
HSBC Call 260 DHR 15.01.2027/ DE000HS4DC84 /
2024-09-27 9:35:45 PM |
Chg.+0.040 |
Bid9:58:53 PM |
Ask9:58:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.620EUR |
+0.72% |
5.560 Bid Size: 25,000 |
5.590 Ask Size: 25,000 |
Danaher Corporation |
260.00 USD |
2027-01-15 |
Call |
Master data
WKN: |
HS4DC8 |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
Danaher Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
260.00 USD |
Maturity: |
2027-01-15 |
Issue date: |
2024-01-24 |
Last trading day: |
2027-01-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.67 |
Intrinsic value: |
1.38 |
Implied volatility: |
0.28 |
Historic volatility: |
0.20 |
Parity: |
1.38 |
Time value: |
4.21 |
Break-even: |
288.80 |
Moneyness: |
1.06 |
Premium: |
0.17 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.03 |
Spread %: |
0.54% |
Delta: |
0.70 |
Theta: |
-0.03 |
Omega: |
3.10 |
Rho: |
2.70 |
Quote data
Open: |
5.670 |
High: |
5.760 |
Low: |
5.600 |
Previous Close: |
5.580 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+4.07% |
1 Month |
|
|
+9.77% |
3 Months |
|
|
+19.57% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.620 |
4.990 |
1M High / 1M Low: |
5.660 |
4.990 |
6M High / 6M Low: |
6.550 |
4.040 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.416 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.357 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.202 |
Avg. volume 6M: |
|
.504 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
66.74% |
Volatility 6M: |
|
71.62% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |