HSBC WAR. CALL 01/27 DAP/ DE000HS4DC84 /
| 9/18/2024 7:37:28 PM | Chg.+0.080 | Bid8:36:57 PM | Ask8:36:57 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.480EUR | +1.48% | 5.430 Bid Size: 25,000 |
5.460 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: | 4.50 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.52 |
|---|---|
| Intrinsic value: | 1.12 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.20 |
| Parity: | 1.12 |
| Time value: | 4.33 |
| Break-even: | 288.27 |
| Moneyness: | 1.05 |
| Premium: | 0.18 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.03 |
| Spread %: | 0.55% |
| Delta: | 0.70 |
| Theta: | -0.03 |
| Omega: | 3.12 |
| Rho: | 2.69 |
Quote data
| Open: | 5.420 |
|---|---|
| High: | 5.480 |
| Low: | 5.340 |
| Previous Close: | 5.400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +0.55% | ||
| 3 Months | +3.79% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.670 | 5.400 |
|---|---|---|
| 1M High / 1M Low: | 5.670 | 4.990 |
| 6M High / 6M Low: | 6.580 | 4.090 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.520 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.340 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 5.206 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 41.37% | |
| Volatility 6M: | 69.18% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
