HSBC WAR. CALL 06/24 DAP/ DE000HS2R5V5 /
2024-05-28 9:36:30 PM | Chg.-0.5100 | Bid9:59:43 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.7800EUR | -22.27% | 1.8600 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: | 10.57 |
Leverage: | Yes |
Calculated values
Fair value: | 2.17 |
---|---|
Intrinsic value: | 2.10 |
Implied volatility: | 0.33 |
Historic volatility: | 0.20 |
Parity: | 2.10 |
Time value: | 0.19 |
Break-even: | 243.87 |
Moneyness: | 1.09 |
Premium: | 0.01 |
Premium p.a.: | 0.13 |
Spread abs.: | 0.00 |
Spread %: | 0.00% |
Delta: | 0.87 |
Theta: | -0.11 |
Omega: | 9.21 |
Rho: | 0.12 |
Quote data
Open: | 2.3100 |
---|---|
High: | 2.3100 |
Low: | 1.7600 |
Previous Close: | 2.2900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -31.80% | ||
---|---|---|---|
1 Month | +35.88% | ||
3 Months | -27.94% | ||
YTD | +17.11% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.7000 | 2.1600 |
---|---|---|
1M High / 1M Low: | 2.7000 | 1.1500 |
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: | 2.3980 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.8315 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.6535 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 174.97% | |
Volatility 6M: | 209.00% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |