HSBC Call 200 DAP 17.01.2025
/ DE000HS2R6A7
HSBC Call 200 DAP 17.01.2025/ DE000HS2R6A7 /
| 6/14/2024 8:18:17 AM |
Chg.- |
Bid10:00:10 PM |
Ask10:00:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.91EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
DANAHER CORP. D... |
200.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
HS2R6A |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
DANAHER CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
10/31/2023 |
| Last trading day: |
6/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.92 |
| Intrinsic value: |
2.17 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.21 |
| Parity: |
2.17 |
| Time value: |
3.65 |
| Break-even: |
258.20 |
| Moneyness: |
1.11 |
| Premium: |
0.16 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.69 |
| Theta: |
-0.12 |
| Omega: |
2.63 |
| Rho: |
0.50 |
Quote data
| Open: |
5.91 |
| High: |
5.91 |
| Low: |
5.91 |
| Previous Close: |
6.67 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-10.32% |
| 3 Months |
|
|
+2.43% |
| YTD |
|
|
+23.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.73 |
5.91 |
| 6M High / 6M Low: |
6.99 |
4.08 |
| High (YTD): |
5/23/2024 |
6.99 |
| Low (YTD): |
1/15/2024 |
4.08 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
6.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.73 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.52% |
| Volatility 6M: |
|
84.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
