HSBC WAR. CALL 01/26 DAP/ DE000HS2R6T7 /
| 7/10/2024 3:36:09 PM | Chg.+0.0400 | Bid4:03:54 PM | Ask4:03:54 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.2900EUR | +1.23% | 3.3200 Bid Size: 25,000 |
3.3500 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: | 6.76 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.41 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.21 |
| Parity: | -0.94 |
| Time value: | 3.28 |
| Break-even: | 263.98 |
| Moneyness: | 0.96 |
| Premium: | 0.19 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.03 |
| Spread %: | 0.92% |
| Delta: | 0.59 |
| Theta: | -0.04 |
| Omega: | 3.96 |
| Rho: | 1.48 |
Quote data
| Open: | 3.2500 |
|---|---|
| High: | 3.2900 |
| Low: | 3.2500 |
| Previous Close: | 3.2500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.79% | ||
|---|---|---|---|
| 1 Month | -33.40% | ||
| 3 Months | -18.77% | ||
| YTD | -2.95% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.3500 | 3.1900 |
|---|---|---|
| 1M High / 1M Low: | 4.9400 | 3.1900 |
| 6M High / 6M Low: | 5.2500 | 2.9200 |
| High (YTD): | 5/22/2024 | 5.2500 |
| Low (YTD): | 1/15/2024 | 2.9200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.2720 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.9700 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.1499 | |
| Avg. volume 6M: | 12.3465 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 87.14% | |
| Volatility 6M: | 81.87% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
