HSBC WAR. CALL 12/25 DAP/ DE000HS2R6N0 /
| 2024-11-19 5:36:58 PM | Chg.-0.0100 | Bid6:48:33 PM | Ask6:48:33 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7900EUR | -1.25% | 0.7800 Bid Size: 25,000 |
0.8100 Ask Size: 25,000 |
Danaher Corporation | 300.00 USD | 2025-12-19 | Call |
Master data
| WKN: | HS2R6N |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Danaher Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 300.00 USD |
| Maturity: | 2025-12-19 |
| Issue date: | 2023-10-31 |
| Last trading day: | 2025-12-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 26.48 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.37 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.21 |
| Parity: | -6.60 |
| Time value: | 0.82 |
| Break-even: | 291.36 |
| Moneyness: | 0.77 |
| Premium: | 0.34 |
| Premium p.a.: | 0.31 |
| Spread abs.: | 0.03 |
| Spread %: | 3.80% |
| Delta: | 0.25 |
| Theta: | -0.03 |
| Omega: | 6.68 |
| Rho: | 0.50 |
Quote data
| Open: | 0.7700 |
|---|---|
| High: | 0.7900 |
| Low: | 0.7700 |
| Previous Close: | 0.8000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -19.39% | ||
|---|---|---|---|
| 1 Month | -65.20% | ||
| 3 Months | -65.65% | ||
| YTD | -54.07% | ||
| 1 Year | -35.77% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0000 | 0.8000 |
|---|---|---|
| 1M High / 1M Low: | 2.2000 | 0.8000 |
| 6M High / 6M Low: | 3.0700 | 0.8000 |
| High (YTD): | 2024-08-01 | 3.0700 |
| Low (YTD): | 2024-11-18 | 0.8000 |
| 52W High: | 2024-08-01 | 3.0700 |
| 52W Low: | 2024-11-18 | 0.8000 |
| Avg. price 1W: | 0.9140 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2014 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.0558 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.0046 | |
| Avg. volume 1Y: | 1.9451 | |
| Volatility 1M: | 138.68% | |
| Volatility 6M: | 113.43% | |
| Volatility 1Y: | 104.96% | |
| Volatility 3Y: | - |
