HSBC WAR. CALL 12/25 DAP/ DE000HS2R6J8 /
| 6/28/2024 9:36:37 PM | Chg.-0.2000 | Bid9:59:50 PM | Ask9:59:50 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.2300EUR | -4.51% | 4.2800 Bid Size: 25,000 |
4.3100 Ask Size: 25,000 |
Danaher Corporation | 240.00 USD | 12/19/2025 | 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: | 12/19/2025 |
| Issue date: | 10/31/2023 |
| Last trading day: | 12/18/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.41 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.46 |
|---|---|
| Intrinsic value: | 0.92 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.21 |
| Parity: | 0.92 |
| Time value: | 3.39 |
| Break-even: | 267.11 |
| Moneyness: | 1.04 |
| Premium: | 0.15 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.03 |
| Spread %: | 0.70% |
| Delta: | 0.67 |
| Theta: | -0.04 |
| Omega: | 3.63 |
| Rho: | 1.67 |
Quote data
| Open: | 4.4300 |
|---|---|
| High: | 4.4700 |
| Low: | 4.2300 |
| Previous Close: | 4.4300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.84% | ||
|---|---|---|---|
| 1 Month | -12.60% | ||
| 3 Months | -9.23% | ||
| YTD | +12.50% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.7200 | 4.2300 |
|---|---|---|
| 1M High / 1M Low: | 5.5400 | 4.2000 |
| 6M High / 6M Low: | 5.7000 | 3.2400 |
| High (YTD): | 5/22/2024 | 5.7000 |
| Low (YTD): | 1/15/2024 | 3.2400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.5080 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.8343 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.5566 | |
| Avg. volume 6M: | 4.4409 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 92.76% | |
| Volatility 6M: | 78.60% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
