HSBC WAR. CALL 01/26 DAP/ DE000HS2R6V3 /
| 2024-11-15 9:35:27 PM | Chg.-0.2700 | Bid9:59:54 PM | Ask9:59:54 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2900EUR | -17.31% | 1.3000 Bid Size: 25,000 |
1.3300 Ask Size: 25,000 |
Danaher Corporation | 280.00 USD | 2026-01-16 | Call |
Master data
| WKN: | HS2R6V |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Danaher Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 280.00 USD |
| Maturity: | 2026-01-16 |
| Issue date: | 2023-10-31 |
| Last trading day: | 2026-01-15 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 16.46 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.75 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.21 |
| Parity: | -4.70 |
| Time value: | 1.33 |
| Break-even: | 279.26 |
| Moneyness: | 0.82 |
| Premium: | 0.28 |
| Premium p.a.: | 0.23 |
| Spread abs.: | 0.03 |
| Spread %: | 2.31% |
| Delta: | 0.35 |
| Theta: | -0.03 |
| Omega: | 5.79 |
| Rho: | 0.74 |
Quote data
| Open: | 1.5000 |
|---|---|
| High: | 1.5100 |
| Low: | 1.2900 |
| Previous Close: | 1.5600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -27.12% | ||
|---|---|---|---|
| 1 Month | -56.71% | ||
| 3 Months | -59.43% | ||
| YTD | -44.87% | ||
| 1 Year | -24.12% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.6400 | 1.2900 |
|---|---|---|
| 1M High / 1M Low: | 3.2100 | 1.2900 |
| 6M High / 6M Low: | 4.0600 | 1.2900 |
| High (YTD): | 2024-08-01 | 4.0600 |
| Low (YTD): | 2024-11-15 | 1.2900 |
| 52W High: | 2024-08-01 | 4.0600 |
| 52W Low: | 2024-11-15 | 1.2900 |
| Avg. price 1W: | 1.5300 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.0417 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.8949 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.7604 | |
| Avg. volume 1Y: | 3.4453 | |
| Volatility 1M: | 121.90% | |
| Volatility 6M: | 102.64% | |
| Volatility 1Y: | 95.56% | |
| Volatility 3Y: | - |
