HSBC WAR. CALL 12/25 DAP/ DE000HS2R6H2 /
| 8/2/2024 9:36:54 PM | Chg.-0.480 | Bid9:59:41 PM | Ask9:59:41 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 7.070EUR | -6.36% | 7.140 Bid Size: 25,000 |
7.180 Ask Size: 25,000 |
Danaher Corporation | 220.00 USD | 12/19/2025 | 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: | 12/19/2025 |
| Issue date: | 10/31/2023 |
| Last trading day: | 12/18/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.54 |
| Leverage: | Yes |
Calculated values
| Fair value: | 6.51 |
|---|---|
| Intrinsic value: | 5.20 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.21 |
| Parity: | 5.20 |
| Time value: | 1.97 |
| Break-even: | 273.33 |
| Moneyness: | 1.26 |
| Premium: | 0.08 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.04 |
| Spread %: | 0.56% |
| Delta: | 0.83 |
| Theta: | -0.04 |
| Omega: | 2.94 |
| Rho: | 1.91 |
Quote data
| Open: | 7.440 |
|---|---|
| High: | 7.460 |
| Low: | 6.850 |
| Previous Close: | 7.550 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -0.42% | ||
|---|---|---|---|
| 1 Month | +55.04% | ||
| 3 Months | +27.16% | ||
| YTD | +48.53% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 7.550 | 6.910 |
|---|---|---|
| 1M High / 1M Low: | 7.550 | 4.560 |
| 6M High / 6M Low: | 7.550 | 4.560 |
| High (YTD): | 8/1/2024 | 7.550 |
| Low (YTD): | 1/15/2024 | 4.140 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 7.204 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.798 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 5.875 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 94.61% | |
| Volatility 6M: | 73.94% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
