HSBC WAR. CALL 12/25 DAP/ DE000HS2R6N0 /
| 9/18/2024 3:36:13 PM | Chg.-0.0500 | Bid4:06:35 PM | Ask4:06:35 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.1900EUR | -2.23% | 2.2100 Bid Size: 25,000 |
2.2400 Ask Size: 25,000 |
Danaher Corporation | 300.00 USD | 12/19/2025 | 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: | 12/19/2025 |
| Issue date: | 10/31/2023 |
| Last trading day: | 12/18/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 10.79 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.67 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.20 |
| Parity: | -2.48 |
| Time value: | 2.27 |
| Break-even: | 292.43 |
| Moneyness: | 0.91 |
| Premium: | 0.19 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.03 |
| Spread %: | 1.34% |
| Delta: | 0.48 |
| Theta: | -0.04 |
| Omega: | 5.22 |
| Rho: | 1.20 |
Quote data
| Open: | 2.2400 |
|---|---|
| High: | 2.2400 |
| Low: | 2.1900 |
| Previous Close: | 2.2400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.95% | ||
|---|---|---|---|
| 1 Month | -4.37% | ||
| 3 Months | -0.91% | ||
| YTD | +27.33% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.4100 | 2.2400 |
|---|---|---|
| 1M High / 1M Low: | 2.4100 | 2.0000 |
| 6M High / 6M Low: | 3.0700 | 1.4700 |
| High (YTD): | 8/1/2024 | 3.0700 |
| Low (YTD): | 1/15/2024 | 1.4400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.3140 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.2123 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.1802 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 63.23% | |
| Volatility 6M: | 106.17% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
