HSBC WAR. CALL 12/25 DAP/ DE000HS2R6N0 /
| 6/28/2024 9:36:33 PM | Chg.-0.0800 | Bid9:59:59 PM | Ask9:59:59 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.8600EUR | -4.12% | 1.8700 Bid Size: 25,000 |
1.9000 Ask Size: 25,000 |
Danaher Corporation | 300.00 USD | 12/19/2025 | 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: | 12/19/2025 |
| Issue date: | 10/31/2023 |
| Last trading day: | 12/18/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 12.27 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.24 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.21 |
| Parity: | -4.68 |
| Time value: | 1.90 |
| Break-even: | 299.01 |
| Moneyness: | 0.83 |
| Premium: | 0.28 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.03 |
| Spread %: | 1.60% |
| Delta: | 0.41 |
| Theta: | -0.04 |
| Omega: | 5.04 |
| Rho: | 1.13 |
Quote data
| Open: | 1.9400 |
|---|---|
| High: | 1.9700 |
| Low: | 1.8600 |
| Previous Close: | 1.9400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.82% | ||
|---|---|---|---|
| 1 Month | -17.33% | ||
| 3 Months | -16.59% | ||
| YTD | +8.14% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.1300 | 1.8600 |
|---|---|---|
| 1M High / 1M Low: | 2.7200 | 1.8600 |
| 6M High / 6M Low: | 2.8100 | 1.4400 |
| High (YTD): | 5/22/2024 | 2.8100 |
| Low (YTD): | 1/15/2024 | 1.4400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.0020 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.2283 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.1343 | |
| Avg. volume 6M: | 3.9055 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 116.77% | |
| Volatility 6M: | 98.76% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
