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: | - |