HSBC WAR. CALL 12/24 DAP/ DE000HS2R689 /
| 8/2/2024 9:37:24 PM | Chg.-0.2400 | Bid9:59:55 PM | Ask9:59:55 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.8400EUR | -7.79% | 2.9100 Bid Size: 25,000 |
2.9400 Ask Size: 25,000 |
Danaher Corporation | 260.00 USD | 12/20/2024 | Call |
Master data
| WKN: | HS2R68 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Danaher Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 260.00 USD |
| Maturity: | 12/20/2024 |
| Issue date: | 10/31/2023 |
| Last trading day: | 12/19/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 8.66 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.39 |
|---|---|
| Intrinsic value: | 1.54 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.21 |
| Parity: | 1.54 |
| Time value: | 1.39 |
| Break-even: | 267.59 |
| Moneyness: | 1.06 |
| Premium: | 0.05 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.03 |
| Spread %: | 1.03% |
| Delta: | 0.69 |
| Theta: | -0.08 |
| Omega: | 5.97 |
| Rho: | 0.55 |
Quote data
| Open: | 3.0000 |
|---|---|
| High: | 3.0100 |
| Low: | 2.6400 |
| Previous Close: | 3.0800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.17% | ||
|---|---|---|---|
| 1 Month | +198.95% | ||
| 3 Months | +74.23% | ||
| YTD | +69.05% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.0800 | 2.5000 |
|---|---|---|
| 1M High / 1M Low: | 3.0800 | 0.9500 |
| 6M High / 6M Low: | 3.0800 | 0.9500 |
| High (YTD): | 8/1/2024 | 3.0800 |
| Low (YTD): | 7/4/2024 | 0.9500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.8040 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.7409 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.9194 | |
| Avg. volume 6M: | .5276 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 230.80% | |
| Volatility 6M: | 163.47% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
