HSBC WAR. CALL 03/25 DAP/ DE000HS4XSG3 /
10/09/2024 11:35:11 | Chg.+0.0100 | Bid13:08:18 | Ask13:08:18 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.0200EUR | +0.99% | 1.0200 Bid Size: 25,000 |
1.0800 Ask Size: 25,000 |
Danaher Corporation | 300.00 USD | 21/03/2025 | Call |
Master data
WKN: | HS4XSG |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | Danaher Corporation |
Type: | Warrant |
Option type: | Call |
Strike price: | 300.00 USD |
Maturity: | 21/03/2025 |
Issue date: | 20/02/2024 |
Last trading day: | 20/03/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 23.13 |
Leverage: | Yes |
Calculated values
Fair value: | 0.75 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.25 |
Historic volatility: | 0.21 |
Parity: | -2.44 |
Time value: | 1.07 |
Break-even: | 282.55 |
Moneyness: | 0.91 |
Premium: | 0.14 |
Premium p.a.: | 0.29 |
Spread abs.: | 0.03 |
Spread %: | 2.88% |
Delta: | 0.38 |
Theta: | -0.05 |
Omega: | 8.67 |
Rho: | 0.43 |
Quote data
Open: | 1.0100 |
---|---|
High: | 1.0200 |
Low: | 1.0100 |
Previous Close: | 1.0100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +24.39% | ||
---|---|---|---|
1 Month | -12.07% | ||
3 Months | -15.00% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.0100 | 0.8000 |
---|---|---|
1M High / 1M Low: | 1.1000 | 0.8000 |
6M High / 6M Low: | 1.6300 | 0.5100 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.8740 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.9524 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.9982 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 82.25% | |
Volatility 6M: | 159.42% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |