HSBC WAR. CALL 01/27 DAP/ DE000HS4DC84 /
| 16/08/2024 17:37:22 | Chg.-0.140 | Bid18:06:35 | Ask18:06:35 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.440EUR | -2.51% | 5.370 Bid Size: 25,000 |
5.400 Ask Size: 25,000 |
Danaher Corporation | 260.00 USD | 15/01/2027 | 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: | 15/01/2027 |
| Issue date: | 24/01/2024 |
| Last trading day: | 14/01/2027 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.42 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.59 |
|---|---|
| Intrinsic value: | 0.85 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.21 |
| Parity: | 0.85 |
| Time value: | 4.70 |
| Break-even: | 292.46 |
| Moneyness: | 1.04 |
| Premium: | 0.19 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.03 |
| Spread %: | 0.54% |
| Delta: | 0.69 |
| Theta: | -0.03 |
| Omega: | 3.06 |
| Rho: | 2.76 |
Quote data
| Open: | 5.550 |
|---|---|
| High: | 5.550 |
| Low: | 5.430 |
| Previous Close: | 5.580 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.20% | ||
|---|---|---|---|
| 1 Month | +14.05% | ||
| 3 Months | -6.37% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.620 | 5.360 |
|---|---|---|
| 1M High / 1M Low: | 6.580 | 4.280 |
| 6M High / 6M Low: | 6.580 | 4.090 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.514 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.550 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 5.227 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 92.36% | |
| Volatility 6M: | 68.67% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
