HSBC WAR. CALL 01/25 DAP/ DE000HS2R6E9 /
| 6/28/2024 9:36:55 PM | Chg.-0.1500 | Bid9:59:50 PM | Ask9:59:50 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.5700EUR | -8.72% | 1.6000 Bid Size: 25,000 |
1.6300 Ask Size: 25,000 |
Danaher Corporation | 260.00 USD | 1/17/2025 | Call |
Master data
| WKN: | HS2R6E |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Danaher Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 260.00 USD |
| Maturity: | 1/17/2025 |
| Issue date: | 10/31/2023 |
| Last trading day: | 1/16/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 14.31 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.25 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.21 |
| Parity: | -0.95 |
| Time value: | 1.63 |
| Break-even: | 258.97 |
| Moneyness: | 0.96 |
| Premium: | 0.11 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.03 |
| Spread %: | 1.88% |
| Delta: | 0.50 |
| Theta: | -0.06 |
| Omega: | 7.15 |
| Rho: | 0.55 |
Quote data
| Open: | 1.7200 |
|---|---|
| High: | 1.7200 |
| Low: | 1.5700 |
| Previous Close: | 1.7200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -12.29% | ||
|---|---|---|---|
| 1 Month | -21.11% | ||
| 3 Months | -26.98% | ||
| YTD | -12.78% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.9400 | 1.5700 |
|---|---|---|
| 1M High / 1M Low: | 2.6300 | 1.5300 |
| 6M High / 6M Low: | 2.7300 | 1.3700 |
| High (YTD): | 5/22/2024 | 2.7300 |
| Low (YTD): | 1/15/2024 | 1.3700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.7700 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.0309 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.0461 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 168.90% | |
| Volatility 6M: | 133.77% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
