HSBC WAR. CALL 12/25 DAP/ DE000HS2R6L4 /
| 2024-11-15 9:35:45 PM | Chg.-0.3700 | Bid9:59:54 PM | Ask9:59:54 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.7400EUR | -17.54% | 1.7600 Bid Size: 25,000 |
1.7900 Ask Size: 25,000 |
Danaher Corporation | 260.00 USD | 2025-12-19 | Call |
Master data
| WKN: | HS2R6L |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Danaher Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 260.00 USD |
| Maturity: | 2025-12-19 |
| Issue date: | 2023-10-31 |
| Last trading day: | 2025-12-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 12.23 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.14 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.21 |
| Parity: | -2.80 |
| Time value: | 1.79 |
| Break-even: | 264.87 |
| Moneyness: | 0.89 |
| Premium: | 0.21 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.03 |
| Spread %: | 1.70% |
| Delta: | 0.44 |
| Theta: | -0.04 |
| Omega: | 5.39 |
| Rho: | 0.86 |
Quote data
| Open: | 2.0300 |
|---|---|
| High: | 2.0500 |
| Low: | 1.7400 |
| Previous Close: | 2.1100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -26.27% | ||
|---|---|---|---|
| 1 Month | -54.21% | ||
| 3 Months | -56.50% | ||
| YTD | -41.02% | ||
| 1 Year | -17.54% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.2000 | 1.7400 |
|---|---|---|
| 1M High / 1M Low: | 4.0900 | 1.7400 |
| 6M High / 6M Low: | 5.0000 | 1.7400 |
| High (YTD): | 2024-08-01 | 5.0000 |
| Low (YTD): | 2024-11-15 | 1.7400 |
| 52W High: | 2024-08-01 | 5.0000 |
| 52W Low: | 2024-11-15 | 1.7400 |
| Avg. price 1W: | 2.0660 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.6891 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.6581 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 3.4663 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 113.98% | |
| Volatility 6M: | 96.33% | |
| Volatility 1Y: | 89.93% | |
| Volatility 3Y: | - |
