HSBC Call 220 DAP 20.09.2024
/ DE000HS2R5Z6
HSBC Call 220 DAP 20.09.2024/ DE000HS2R5Z6 /
| 14/06/2024 08:18:17 |
Chg.- |
Bid22:00:10 |
Ask22:00:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.76EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
DANAHER CORP. D... |
220.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
HS2R5Z |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
DANAHER CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
31/10/2023 |
| Last trading day: |
14/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.90 |
| Historic volatility: |
0.21 |
| Parity: |
0.17 |
| Time value: |
3.48 |
| Break-even: |
256.50 |
| Moneyness: |
1.01 |
| Premium: |
0.16 |
| Premium p.a.: |
1.09 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.27% |
| Delta: |
0.59 |
| Theta: |
-0.25 |
| Omega: |
3.61 |
| Rho: |
0.19 |
Quote data
| Open: |
3.76 |
| High: |
3.76 |
| Low: |
3.76 |
| Previous Close: |
4.51 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-15.12% |
| 3 Months |
|
|
+0.27% |
| YTD |
|
|
+22.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.56 |
3.76 |
| 6M High / 6M Low: |
4.86 |
2.35 |
| High (YTD): |
23/05/2024 |
4.86 |
| Low (YTD): |
15/01/2024 |
2.35 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.73 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.82% |
| Volatility 6M: |
|
116.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
