HSBC WAR. CALL 01/26 DAP/ DE000HS2R6V3 /
2024-09-10 11:36:26 AM | Chg.+0.0100 | Bid12:58:54 PM | Ask12:58:54 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.2500EUR | +0.31% | 3.2500 Bid Size: 25,000 |
3.3100 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: | 8.39 |
Leverage: | Yes |
Calculated values
Fair value: | 2.61 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.24 |
Historic volatility: | 0.21 |
Parity: | -0.63 |
Time value: | 2.95 |
Break-even: | 283.23 |
Moneyness: | 0.98 |
Premium: | 0.14 |
Premium p.a.: | 0.11 |
Spread abs.: | 0.03 |
Spread %: | 1.03% |
Delta: | 0.59 |
Theta: | -0.04 |
Omega: | 4.92 |
Rho: | 1.56 |
Quote data
Open: | 3.2400 |
---|---|
High: | 3.2500 |
Low: | 3.2400 |
Previous Close: | 3.2400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +15.66% | ||
---|---|---|---|
1 Month | -1.52% | ||
3 Months | -6.07% | ||
YTD | +38.89% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.2400 | 2.8000 |
---|---|---|
1M High / 1M Low: | 3.2700 | 2.8000 |
6M High / 6M Low: | 4.0600 | 2.1200 |
High (YTD): | 2024-08-01 | 4.0600 |
Low (YTD): | 2024-01-15 | 1.9700 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.9300 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.0667 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 2.9866 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 58.77% | |
Volatility 6M: | 96.67% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |