HSBC WAR. CALL 12/24 DAP/ DE000HS2R648 /
| 16/07/2024 21:36:39 | Chg.+0.540 | Bid21:59:56 | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.420EUR | +11.07% | 5.410 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: | 4.60 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.58 |
|---|---|
| Intrinsic value: | 4.24 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.21 |
| Parity: | 4.24 |
| Time value: | 0.67 |
| Break-even: | 232.61 |
| Moneyness: | 1.23 |
| Premium: | 0.03 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.87 |
| Theta: | -0.05 |
| Omega: | 3.98 |
| Rho: | 0.63 |
Quote data
| Open: | 4.900 |
|---|---|
| High: | 5.420 |
| Low: | 4.860 |
| Previous Close: | 4.880 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +17.83% | ||
|---|---|---|---|
| 1 Month | -6.55% | ||
| 3 Months | +9.27% | ||
| YTD | +15.07% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.420 | 4.600 |
|---|---|---|
| 1M High / 1M Low: | 6.020 | 4.250 |
| 6M High / 6M Low: | 6.950 | 4.070 |
| High (YTD): | 22/05/2024 | 6.950 |
| Low (YTD): | 15/01/2024 | 4.040 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.992 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.141 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 5.625 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 91.36% | |
| Volatility 6M: | 81.91% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
