HSBC WAR. CALL 12/24 DAP/ DE000HS2R648 /
15/08/2024 21:36:38 | Chg.+0.260 | Bid21:59:57 | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
6.780EUR | +3.99% | 6.730 Bid Size: 25,000 |
- Ask Size: - |
Danaher Corporation | 200.00 USD | 20/12/2024 | Call |
Master data
WKN: | HS2R64 |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | Danaher Corporation |
Type: | Warrant |
Option type: | Call |
Strike price: | 200.00 USD |
Maturity: | 20/12/2024 |
Issue date: | 31/10/2023 |
Last trading day: | 19/12/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 3.69 |
Leverage: | Yes |
Calculated values
Fair value: | 6.42 |
---|---|
Intrinsic value: | 6.18 |
Implied volatility: | 0.38 |
Historic volatility: | 0.21 |
Parity: | 6.18 |
Time value: | 0.42 |
Break-even: | 247.63 |
Moneyness: | 1.34 |
Premium: | 0.02 |
Premium p.a.: | 0.05 |
Spread abs.: | 0.00 |
Spread %: | 0.00% |
Delta: | 0.93 |
Theta: | -0.05 |
Omega: | 3.43 |
Rho: | 0.56 |
Quote data
Open: | 6.590 |
---|---|
High: | 6.810 |
Low: | 6.570 |
Previous Close: | 6.520 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +0.74% | ||
---|---|---|---|
1 Month | +25.09% | ||
3 Months | +1.95% | ||
YTD | +43.95% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 6.780 | 6.520 |
---|---|---|
1M High / 1M Low: | 7.840 | 4.730 |
6M High / 6M Low: | 7.840 | 4.250 |
High (YTD): | 01/08/2024 | 7.840 |
Low (YTD): | 15/01/2024 | 4.040 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 6.658 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 6.552 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 5.879 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 112.52% | |
Volatility 6M: | 85.64% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |