HSBC WAR. PUT 01/26 DAP/ DE000HS4DWA0 /
2024-09-10 1:35:27 PM | Chg.-0.0400 | Bid1:44:12 PM | Ask1:44:12 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.9000EUR | -4.26% | 0.9000 Bid Size: 25,000 |
0.9600 Ask Size: 25,000 |
Danaher Corporation | 220.00 USD | 2026-01-16 | Put |
Master data
WKN: | HS4DWA |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | Danaher Corporation |
Type: | Warrant |
Option type: | Put |
Strike price: | 220.00 USD |
Maturity: | 2026-01-16 |
Issue date: | 2024-01-24 |
Last trading day: | 2026-01-15 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -26.33 |
Leverage: | Yes |
Calculated values
Fair value: | 0.35 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.30 |
Historic volatility: | 0.21 |
Parity: | -4.81 |
Time value: | 0.94 |
Break-even: | 189.96 |
Moneyness: | 0.81 |
Premium: | 0.23 |
Premium p.a.: | 0.17 |
Spread abs.: | 0.03 |
Spread %: | 3.30% |
Delta: | -0.17 |
Theta: | -0.02 |
Omega: | -4.58 |
Rho: | -0.71 |
Quote data
Open: | 0.9000 |
---|---|
High: | 0.9000 |
Low: | 0.9000 |
Previous Close: | 0.9400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -11.76% | ||
---|---|---|---|
1 Month | -11.76% | ||
3 Months | -16.67% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.0400 | 0.9400 |
---|---|---|
1M High / 1M Low: | 1.0500 | 0.8700 |
6M High / 6M Low: | 2.0100 | 0.8600 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.0080 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.9648 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.3366 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 65.88% | |
Volatility 6M: | 91.71% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |