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: |
|
- |