HSBC WAR. CALL 01/26 DAP/ DE000HS2R6R1 /
2024-09-10 11:35:38 AM | Chg.+0.030 | Bid12:44:30 PM | Ask12:44:30 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
6.630EUR | +0.45% | 6.630 Bid Size: 25,000 |
6.700 Ask Size: 25,000 |
Danaher Corporation | 220.00 USD | 2026-01-16 | Call |
Master data
WKN: | HS2R6R |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | Danaher Corporation |
Type: | Warrant |
Option type: | Call |
Strike price: | 220.00 USD |
Maturity: | 2026-01-16 |
Issue date: | 2023-10-31 |
Last trading day: | 2026-01-15 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 3.69 |
Leverage: | Yes |
Calculated values
Fair value: | 6.09 |
---|---|
Intrinsic value: | 4.81 |
Implied volatility: | 0.30 |
Historic volatility: | 0.21 |
Parity: | 4.81 |
Time value: | 1.90 |
Break-even: | 266.46 |
Moneyness: | 1.24 |
Premium: | 0.08 |
Premium p.a.: | 0.06 |
Spread abs.: | 0.04 |
Spread %: | 0.60% |
Delta: | 0.82 |
Theta: | -0.04 |
Omega: | 3.04 |
Rho: | 1.85 |
Quote data
Open: | 6.620 |
---|---|
High: | 6.630 |
Low: | 6.620 |
Previous Close: | 6.600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +9.77% | ||
---|---|---|---|
1 Month | +0.45% | ||
3 Months | -1.92% | ||
YTD | +38.41% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 6.600 | 5.940 |
---|---|---|
1M High / 1M Low: | 6.640 | 5.940 |
6M High / 6M Low: | 7.650 | 4.670 |
High (YTD): | 2024-08-01 | 7.650 |
Low (YTD): | 2024-01-15 | 4.210 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 6.158 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 6.347 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 6.032 | |
Avg. volume 6M: | .211 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 39.96% | |
Volatility 6M: | 72.51% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |