HSBC WAR. CALL 01/25 DAP/ DE000HS2R6D1 /
2024-09-10 9:35:35 AM | Chg.0.0000 | Bid11:12:00 AM | Ask11:12:00 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.0400EUR | 0.00% | 3.0400 Bid Size: 25,000 |
3.1100 Ask Size: 25,000 |
Danaher Corporation | 250.00 USD | 2025-01-17 | Call |
Master data
WKN: | HS2R6D |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | Danaher Corporation |
Type: | Warrant |
Option type: | Call |
Strike price: | 250.00 USD |
Maturity: | 2025-01-17 |
Issue date: | 2023-10-31 |
Last trading day: | 2025-01-16 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 7.93 |
Leverage: | Yes |
Calculated values
Fair value: | 2.70 |
---|---|
Intrinsic value: | 2.09 |
Implied volatility: | 0.30 |
Historic volatility: | 0.21 |
Parity: | 2.09 |
Time value: | 1.03 |
Break-even: | 257.74 |
Moneyness: | 1.09 |
Premium: | 0.04 |
Premium p.a.: | 0.12 |
Spread abs.: | 0.03 |
Spread %: | 0.97% |
Delta: | 0.74 |
Theta: | -0.07 |
Omega: | 5.90 |
Rho: | 0.54 |
Quote data
Open: | 3.0400 |
---|---|
High: | 3.0400 |
Low: | 3.0400 |
Previous Close: | 3.0400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +23.08% | ||
---|---|---|---|
1 Month | -0.98% | ||
3 Months | -0.98% | ||
YTD | +39.45% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.0400 | 2.4700 |
---|---|---|
1M High / 1M Low: | 3.0500 | 2.4700 |
6M High / 6M Low: | 3.9200 | 1.4700 |
High (YTD): | 2024-08-01 | 3.9200 |
Low (YTD): | 2024-07-04 | 1.4700 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.6400 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.7967 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 2.5687 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 79.64% | |
Volatility 6M: | 142.83% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |