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: | - |