HSBC WAR. CALL 12/25 DAP/ DE000HS2R6N0 /
| 2024-07-12 8:01:01 AM | Chg.0.0000 | Bid8:26:42 AM | Ask8:26:42 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.7000EUR | 0.00% | 1.6700 Bid Size: 25,000 |
1.7300 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: | 14.15 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.95 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.21 |
| Parity: | -5.34 |
| Time value: | 1.58 |
| Break-even: | 292.72 |
| Moneyness: | 0.81 |
| Premium: | 0.31 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.03 |
| Spread %: | 1.94% |
| Delta: | 0.37 |
| Theta: | -0.03 |
| Omega: | 5.25 |
| Rho: | 0.97 |
Quote data
| Open: | 1.7000 |
|---|---|
| High: | 1.7000 |
| Low: | 1.7000 |
| Previous Close: | 1.7000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +14.86% | ||
|---|---|---|---|
| 1 Month | -32.27% | ||
| 3 Months | -10.99% | ||
| YTD | -1.16% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.7000 | 1.4800 |
|---|---|---|
| 1M High / 1M Low: | 2.5100 | 1.4700 |
| 6M High / 6M Low: | 2.8100 | 1.4400 |
| High (YTD): | 2024-05-22 | 2.8100 |
| Low (YTD): | 2024-01-15 | 1.4400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.5460 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.8632 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.1267 | |
| Avg. volume 6M: | 3.9055 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 108.68% | |
| Volatility 6M: | 100.12% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
