HSBC WAR. CALL 06/24 DAP/ DE000HS2R5V5 /
| 2024-06-07 9:35:23 PM | Chg.-0.4100 | Bid9:59:59 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.2500EUR | -15.41% | 2.1800 Bid Size: 25,000 |
- Ask Size: - |
Danaher Corporation | 240.00 USD | 2024-06-21 | Call |
Master data
| WKN: | HS2R5V |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Danaher Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 240.00 USD |
| Maturity: | 2024-06-21 |
| Issue date: | 2023-10-31 |
| Last trading day: | 2024-06-20 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 9.26 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.17 |
|---|---|
| Intrinsic value: | 2.14 |
| Implied volatility: | 0.72 |
| Historic volatility: | 0.20 |
| Parity: | 2.14 |
| Time value: | 0.49 |
| Break-even: | 248.49 |
| Moneyness: | 1.10 |
| Premium: | 0.02 |
| Premium p.a.: | 0.76 |
| Spread abs.: | 0.46 |
| Spread %: | 21.20% |
| Delta: | 0.77 |
| Theta: | -0.40 |
| Omega: | 7.17 |
| Rho: | 0.06 |
Quote data
| Open: | 2.6300 |
|---|---|
| High: | 2.6300 |
| Low: | 2.2500 |
| Previous Close: | 2.6600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +52.03% | ||
|---|---|---|---|
| 1 Month | +74.42% | ||
| 3 Months | -2.60% | ||
| YTD | +48.03% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.6600 | 2.0700 |
|---|---|---|
| 1M High / 1M Low: | 2.7000 | 1.2900 |
| 6M High / 6M Low: | 2.7000 | 0.8600 |
| High (YTD): | 2024-05-22 | 2.7000 |
| Low (YTD): | 2024-04-19 | 0.8600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.3620 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.0626 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.7103 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 249.66% | |
| Volatility 6M: | 220.05% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
