HSBC WAR. CALL 01/26 DAP/ DE000HS2R6T7 /
| 15/11/2024 21:37:30 | Chg.-0.4100 | Bid21:59:49 | Ask21:59:49 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.2100EUR | -15.65% | 2.2200 Bid Size: 25,000 |
2.2500 Ask Size: 25,000 |
Danaher Corporation | 250.00 USD | 16/01/2026 | 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: | 16/01/2026 |
| Issue date: | 31/10/2023 |
| Last trading day: | 15/01/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 9.73 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.54 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.21 |
| Parity: | -1.85 |
| Time value: | 2.25 |
| Break-even: | 259.97 |
| Moneyness: | 0.92 |
| Premium: | 0.19 |
| Premium p.a.: | 0.16 |
| Spread abs.: | 0.03 |
| Spread %: | 1.35% |
| Delta: | 0.50 |
| Theta: | -0.04 |
| Omega: | 4.89 |
| Rho: | 1.02 |
Quote data
| Open: | 2.5300 |
|---|---|
| High: | 2.5600 |
| Low: | 2.2100 |
| Previous Close: | 2.6200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -24.32% | ||
|---|---|---|---|
| 1 Month | -50.45% | ||
| 3 Months | -52.47% | ||
| YTD | -34.81% | ||
| 1 Year | -11.95% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.7400 | 2.2100 |
|---|---|---|
| 1M High / 1M Low: | 4.7800 | 2.2100 |
| 6M High / 6M Low: | 5.6900 | 2.2100 |
| High (YTD): | 01/08/2024 | 5.6900 |
| Low (YTD): | 15/11/2024 | 2.2100 |
| 52W High: | 01/08/2024 | 5.6900 |
| 52W Low: | 15/11/2024 | 2.2100 |
| Avg. price 1W: | 2.5800 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.2652 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.2773 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 4.0365 | |
| Avg. volume 1Y: | 6.1250 | |
| Volatility 1M: | 102.43% | |
| Volatility 6M: | 89.16% | |
| Volatility 1Y: | 83.85% | |
| Volatility 3Y: | - |
