HSBC WAR. CALL 01/26 DAP/ DE000HS2R6T7 /
| 9/10/2024 9:37:04 PM | Chg.+0.0900 | Bid9:41:50 PM | Ask9:41:50 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.8500EUR | +1.89% | 4.8200 Bid Size: 25,000 |
4.8500 Ask Size: 25,000 |
Danaher Corporation | 250.00 USD | 1/16/2026 | Call |
Master data
| WKN: | HS2R6T |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Danaher Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 250.00 USD |
| Maturity: | 1/16/2026 |
| Issue date: | 10/31/2023 |
| Last trading day: | 1/15/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.12 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.12 |
|---|---|
| Intrinsic value: | 2.09 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.21 |
| Parity: | 2.09 |
| Time value: | 2.74 |
| Break-even: | 274.84 |
| Moneyness: | 1.09 |
| Premium: | 0.11 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.03 |
| Spread %: | 0.63% |
| Delta: | 0.72 |
| Theta: | -0.04 |
| Omega: | 3.68 |
| Rho: | 1.75 |
Quote data
| Open: | 4.7600 |
|---|---|
| High: | 4.8500 |
| Low: | 4.7200 |
| Previous Close: | 4.7600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +14.93% | ||
|---|---|---|---|
| 1 Month | +1.25% | ||
| 3 Months | -1.82% | ||
| YTD | +43.07% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.7600 | 4.1900 |
|---|---|---|
| 1M High / 1M Low: | 4.7700 | 4.1900 |
| 6M High / 6M Low: | 5.6900 | 3.1900 |
| High (YTD): | 8/1/2024 | 5.6900 |
| Low (YTD): | 1/15/2024 | 2.9200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.3600 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.5243 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.3243 | |
| Avg. volume 6M: | 2.8125 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 50.73% | |
| Volatility 6M: | 85.76% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
