HSBC WAR. CALL 01/27 DAP/ DE000HS4DC84 /
| 10/18/2024 9:36:20 PM | Chg.+0.080 | Bid9:59:42 PM | Ask9:59:42 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.660EUR | +1.43% | 5.680 Bid Size: 25,000 |
5.710 Ask Size: 25,000 |
Danaher Corporation | 260.00 USD | 1/15/2027 | Call |
Master data
| WKN: | HS4DC8 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Danaher Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 260.00 USD |
| Maturity: | 1/15/2027 |
| Issue date: | 1/24/2024 |
| Last trading day: | 1/14/2027 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.42 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.63 |
|---|---|
| Intrinsic value: | 1.32 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.21 |
| Parity: | 1.32 |
| Time value: | 4.39 |
| Break-even: | 296.34 |
| Moneyness: | 1.06 |
| Premium: | 0.17 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.03 |
| Spread %: | 0.53% |
| Delta: | 0.69 |
| Theta: | -0.03 |
| Omega: | 3.07 |
| Rho: | 2.64 |
Quote data
| Open: | 5.650 |
|---|---|
| High: | 5.730 |
| Low: | 5.570 |
| Previous Close: | 5.580 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.91% | ||
|---|---|---|---|
| 1 Month | -0.53% | ||
| 3 Months | +32.24% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.660 | 5.310 |
|---|---|---|
| 1M High / 1M Low: | 5.690 | 5.010 |
| 6M High / 6M Low: | 6.580 | 4.090 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.560 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.492 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 5.294 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 66.98% | |
| Volatility 6M: | 71.59% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
