HSBC WAR. CALL 12/25 DAP/ DE000HS2R6H2 /
| 11/10/2024 21:37:24 | Chg.+0.280 | Bid21:59:17 | Ask21:59:17 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.420EUR | +4.56% | 6.370 Bid Size: 25,000 |
6.410 Ask Size: 25,000 |
Danaher Corporation | 220.00 USD | 19/12/2025 | Call |
Master data
| WKN: | HS2R6H |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Danaher Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 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: | 3.86 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.71 |
|---|---|
| Intrinsic value: | 4.60 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.21 |
| Parity: | 4.60 |
| Time value: | 1.81 |
| Break-even: | 265.29 |
| Moneyness: | 1.23 |
| Premium: | 0.07 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.04 |
| Spread %: | 0.63% |
| Delta: | 0.81 |
| Theta: | -0.04 |
| Omega: | 3.13 |
| Rho: | 1.62 |
Quote data
| Open: | 6.030 |
|---|---|
| High: | 6.490 |
| Low: | 6.030 |
| Previous Close: | 6.140 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +0.78% | ||
|---|---|---|---|
| 1 Month | -0.62% | ||
| 3 Months | +24.90% | ||
| YTD | +34.87% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.420 | 6.140 |
|---|---|---|
| 1M High / 1M Low: | 6.710 | 5.940 |
| 6M High / 6M Low: | 7.550 | 4.560 |
| High (YTD): | 01/08/2024 | 7.550 |
| Low (YTD): | 15/01/2024 | 4.140 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 6.304 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 6.451 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 6.052 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 64.66% | |
| Volatility 6M: | 74.92% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
