HSBC WAR. CALL 01/26 DAP/ DE000HS2R6S9 /
| 11/09/2024 19:35:46 | Chg.-0.180 | Bid20:59:08 | Ask20:59:08 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.250EUR | -3.31% | 5.360 Bid Size: 25,000 |
5.400 Ask Size: 25,000 |
Danaher Corporation | 240.00 USD | 16/01/2026 | Call |
Master data
| WKN: | HS2R6S |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Danaher Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 240.00 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: | 4.49 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.85 |
|---|---|
| Intrinsic value: | 3.15 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.21 |
| Parity: | 3.15 |
| Time value: | 2.40 |
| Break-even: | 273.28 |
| Moneyness: | 1.14 |
| Premium: | 0.10 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.04 |
| Spread %: | 0.73% |
| Delta: | 0.76 |
| Theta: | -0.04 |
| Omega: | 3.42 |
| Rho: | 1.81 |
Quote data
| Open: | 5.390 |
|---|---|
| High: | 5.450 |
| Low: | 5.200 |
| Previous Close: | 5.430 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +10.76% | ||
|---|---|---|---|
| 1 Month | -2.23% | ||
| 3 Months | +1.16% | ||
| YTD | +37.80% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.430 | 4.740 |
|---|---|---|
| 1M High / 1M Low: | 5.430 | 4.740 |
| 6M High / 6M Low: | 6.320 | 3.640 |
| High (YTD): | 01/08/2024 | 6.320 |
| Low (YTD): | 15/01/2024 | 3.310 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.054 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.110 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 4.862 | |
| Avg. volume 6M: | .581 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 45.40% | |
| Volatility 6M: | 81.36% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
