HSBC WAR. CALL 12/25 DAP/ DE000HS2R6J8 /
| 05/08/2024 17:36:38 | Chg.-0.250 | Bid19:05:30 | Ask19:05:30 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.530EUR | -4.33% | 5.350 Bid Size: 25,000 |
5.490 Ask Size: 25,000 |
Danaher Corporation | 240.00 USD | 19/12/2025 | Call |
Master data
| WKN: | HS2R6J |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Danaher Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 240.00 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: | 4.32 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.12 |
|---|---|
| Intrinsic value: | 3.37 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.21 |
| Parity: | 3.37 |
| Time value: | 2.50 |
| Break-even: | 278.66 |
| Moneyness: | 1.15 |
| Premium: | 0.10 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.04 |
| Spread %: | 0.69% |
| Delta: | 0.77 |
| Theta: | -0.04 |
| Omega: | 3.31 |
| Rho: | 1.86 |
Quote data
| Open: | 5.030 |
|---|---|
| High: | 5.530 |
| Low: | 5.030 |
| Previous Close: | 5.780 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.25% | ||
|---|---|---|---|
| 1 Month | +53.19% | ||
| 3 Months | +25.68% | ||
| YTD | +47.07% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.200 | 5.600 |
|---|---|---|
| 1M High / 1M Low: | 6.200 | 3.590 |
| 6M High / 6M Low: | 6.200 | 3.530 |
| High (YTD): | 01/08/2024 | 6.200 |
| Low (YTD): | 15/01/2024 | 3.240 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.884 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 4.671 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 4.715 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 112.10% | |
| Volatility 6M: | 83.76% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
