HSBC WAR. CALL 12/25 DAP/ DE000HS2R6J8 /
| 18/09/2024 19:35:20 | Chg.+0.100 | Bid19:42:37 | Ask19:42:37 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.200EUR | +1.96% | 5.170 Bid Size: 25,000 |
5.210 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: | 4.75 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.49 |
|---|---|
| Intrinsic value: | 2.92 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.20 |
| Parity: | 2.92 |
| Time value: | 2.24 |
| Break-even: | 267.39 |
| Moneyness: | 1.14 |
| Premium: | 0.09 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.04 |
| Spread %: | 0.78% |
| Delta: | 0.76 |
| Theta: | -0.04 |
| Omega: | 3.59 |
| Rho: | 1.67 |
Quote data
| Open: | 5.120 |
|---|---|
| High: | 5.200 |
| Low: | 5.010 |
| Previous Close: | 5.100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +0.78% | ||
|---|---|---|---|
| 1 Month | +1.36% | ||
| 3 Months | +7.66% | ||
| YTD | +38.30% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.390 | 5.100 |
|---|---|---|
| 1M High / 1M Low: | 5.390 | 4.640 |
| 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: | 5.222 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.032 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 4.766 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 47.97% | |
| Volatility 6M: | 83.45% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
