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: | - |
