HSBC Call 220 DHR 16.01.2026
/ DE000HS2R6R1
HSBC Call 220 DHR 16.01.2026/ DE000HS2R6R1 /
| 10/09/2024 08:17:49 |
Chg.+0.46 |
Bid21:35:34 |
Ask21:35:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.62EUR |
+7.47% |
6.73
Bid Size: 25,000 |
6.77
Ask Size: 25,000 |
Danaher Corporation |
220.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
HS2R6R |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
31/10/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.09 |
| Intrinsic value: |
4.81 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.21 |
| Parity: |
4.81 |
| Time value: |
1.90 |
| Break-even: |
266.46 |
| Moneyness: |
1.24 |
| Premium: |
0.08 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.04 |
| Spread %: |
0.60% |
| Delta: |
0.82 |
| Theta: |
-0.04 |
| Omega: |
3.04 |
| Rho: |
1.85 |
Quote data
| Open: |
6.62 |
| High: |
6.62 |
| Low: |
6.62 |
| Previous Close: |
6.16 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.75% |
| 1 Month |
|
|
+0.46% |
| 3 Months |
|
|
+1.38% |
| YTD |
|
|
+39.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.26 |
5.90 |
| 1M High / 1M Low: |
6.59 |
5.90 |
| 6M High / 6M Low: |
7.54 |
4.67 |
| High (YTD): |
02/08/2024 |
7.54 |
| Low (YTD): |
15/01/2024 |
4.15 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.99 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
33.26% |
| Volatility 6M: |
|
73.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
