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HSBC Call 200 DHR 20.12.2024/  DE000HS2R648  /

Frankfurt Zert./HSBC
11/8/2024  9:35:43 PM Chg.-0.030 Bid9:59:58 PM Ask- Underlying Strike price Expiration date Option type
4.410EUR -0.68% 4.340
Bid Size: 25,000		 -
Ask Size: -		 Danaher Corporation 200.00 USD 12/20/2024 Call
 

Master data

WKN: HS2R64
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 12/20/2024
Issue date: 10/31/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.11
Leverage: Yes

Calculated values

Fair value: 4.34
Intrinsic value: 4.27
Implied volatility: 0.45
Historic volatility: 0.20
Parity: 4.27
Time value: 0.19
Break-even: 229.86
Moneyness: 1.23
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.07
Spread %: 1.59%
Delta: 0.93
Theta: -0.07
Omega: 4.73
Rho: 0.19
 

Quote data

Open: 4.390
High: 4.490
Low: 4.240
Previous Close: 4.440
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.50%
1 Month
  -32.36%
3 Months
  -34.67%
YTD
  -6.17%
1 Year  
+68.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.700 4.430
1M High / 1M Low: 6.940 4.030
6M High / 6M Low: 7.840 4.030
High (YTD): 8/1/2024 7.840
Low (YTD): 1/15/2024 3.980
52W High: 8/1/2024 7.840
52W Low: 11/13/2023 2.550
Avg. price 1W:   4.552
Avg. volume 1W:   0.000
Avg. price 1M:   5.506
Avg. volume 1M:   0.000
Avg. price 6M:   6.122
Avg. volume 6M:   0.000
Avg. price 1Y:   5.552
Avg. volume 1Y:   0.000
Volatility 1M:   94.01%
Volatility 6M:   85.69%
Volatility 1Y:   83.47%
Volatility 3Y:   -