HSBC WAR. CALL 01/27 DAP/ DE000HS4DC84 /
| 2024-09-10 11:35:15 AM | Chg.+0.050 | Bid1:06:42 PM | Ask1:06:42 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.560EUR | +0.91% | 5.560 Bid Size: 25,000 |
5.620 Ask Size: 25,000 |
Danaher Corporation | 260.00 USD | 2027-01-15 | 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: | 2027-01-15 |
| Issue date: | 2024-01-24 |
| Last trading day: | 2027-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.40 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.68 |
|---|---|
| Intrinsic value: | 1.19 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.21 |
| Parity: | 1.19 |
| Time value: | 4.43 |
| Break-even: | 291.80 |
| Moneyness: | 1.05 |
| Premium: | 0.18 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.03 |
| Spread %: | 0.54% |
| Delta: | 0.70 |
| Theta: | -0.03 |
| Omega: | 3.08 |
| Rho: | 2.74 |
Quote data
| Open: | 5.550 |
|---|---|
| High: | 5.560 |
| Low: | 5.550 |
| Previous Close: | 5.510 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +10.98% | ||
|---|---|---|---|
| 1 Month | -1.07% | ||
| 3 Months | -4.30% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.510 | 4.990 |
|---|---|---|
| 1M High / 1M Low: | 5.580 | 4.990 |
| 6M High / 6M Low: | 6.580 | 4.090 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.144 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.316 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 5.198 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 40.76% | |
| Volatility 6M: | 69.06% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
