HSBC WAR. CALL 12/25 DAP/ DE000HS2R6N0 /
| 08/08/2024 19:36:06 | Chg.+0.1300 | Bid19:44:44 | Ask19:44:44 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.4100EUR | +5.70% | 2.3900 Bid Size: 25,000 |
2.4200 Ask Size: 25,000 |
Danaher Corporation | 300.00 USD | 19/12/2025 | Call |
Master data
| WKN: | HS2R6N |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Danaher Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 300.00 USD |
| Maturity: | 19/12/2025 |
| Issue date: | 31/10/2023 |
| Last trading day: | 18/12/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 10.81 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.55 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.21 |
| Parity: | -3.36 |
| Time value: | 2.23 |
| Break-even: | 296.84 |
| Moneyness: | 0.88 |
| Premium: | 0.23 |
| Premium p.a.: | 0.17 |
| Spread abs.: | 0.03 |
| Spread %: | 1.36% |
| Delta: | 0.46 |
| Theta: | -0.04 |
| Omega: | 4.97 |
| Rho: | 1.21 |
Quote data
| Open: | 2.1700 |
|---|---|
| High: | 2.4100 |
| Low: | 2.1600 |
| Previous Close: | 2.2800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -21.50% | ||
|---|---|---|---|
| 1 Month | +59.60% | ||
| 3 Months | +21.72% | ||
| YTD | +40.12% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.0700 | 2.2800 |
|---|---|---|
| 1M High / 1M Low: | 3.0700 | 1.4900 |
| 6M High / 6M Low: | 3.0700 | 1.4700 |
| High (YTD): | 01/08/2024 | 3.0700 |
| Low (YTD): | 15/01/2024 | 1.4400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.6940 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.1830 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.2104 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 145.26% | |
| Volatility 6M: | 107.08% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
