HSBC WAR. CALL 01/26 DAP/ DE000HS2R6P5 /
| 14/06/2024 09:35:57 | Chg.- | Bid10:37:26 | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 7.900EUR | - | - Bid Size: 25,000 |
- Ask Size: - |
DANAHER CORP. D... | 190.00 - | 16/01/2026 | Call |
Master data
| WKN: | HS2R6P |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | DANAHER CORP. DL-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 190.00 - |
| Maturity: | 16/01/2026 |
| Issue date: | 31/10/2023 |
| Last trading day: | 14/06/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 2.81 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.80 |
|---|---|
| Intrinsic value: | 3.17 |
| Implied volatility: | 0.58 |
| Historic volatility: | 0.21 |
| Parity: | 3.17 |
| Time value: | 4.73 |
| Break-even: | 269.00 |
| Moneyness: | 1.17 |
| Premium: | 0.21 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.05 |
| Spread %: | 0.64% |
| Delta: | 0.74 |
| Theta: | -0.05 |
| Omega: | 2.08 |
| Rho: | 1.30 |
Quote data
| Open: | 7.930 |
|---|---|
| High: | 7.930 |
| Low: | 7.900 |
| Previous Close: | 7.820 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -10.63% | ||
| 3 Months | +4.91% | ||
| YTD | +20.43% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 8.840 | 7.820 |
| 6M High / 6M Low: | 9.110 | 5.890 |
| High (YTD): | 22/05/2024 | 9.110 |
| Low (YTD): | 15/01/2024 | 5.890 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 8.352 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 7.748 | |
| Avg. volume 6M: | .236 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 95.30% | |
| Volatility 6M: | 57.41% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
