HSBC Call 220 DHR 16.01.2026
/ DE000HS2R6R1
HSBC Call 220 DHR 16.01.2026/ DE000HS2R6R1 /
| 7/10/2024 8:18:24 AM |
Chg.-0.09 |
Bid3:49:16 PM |
Ask3:49:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.73EUR |
-1.87% |
4.81
Bid Size: 25,000 |
4.84
Ask Size: 25,000 |
Danaher Corporation |
220.00 USD |
1/16/2026 |
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: |
1/16/2026 |
| Issue date: |
10/31/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.90 |
| Intrinsic value: |
1.83 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
1.83 |
| Time value: |
2.96 |
| Break-even: |
251.33 |
| Moneyness: |
1.09 |
| Premium: |
0.13 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
0.63% |
| Delta: |
0.71 |
| Theta: |
-0.04 |
| Omega: |
3.30 |
| Rho: |
1.68 |
Quote data
| Open: |
4.73 |
| High: |
4.73 |
| Low: |
4.73 |
| Previous Close: |
4.82 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.87% |
| 1 Month |
|
|
-27.57% |
| 3 Months |
|
|
-18.73% |
| YTD |
|
|
-0.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.87 |
4.67 |
| 1M High / 1M Low: |
6.67 |
4.67 |
| 6M High / 6M Low: |
7.00 |
4.15 |
| High (YTD): |
5/23/2024 |
7.00 |
| Low (YTD): |
1/15/2024 |
4.15 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.49% |
| Volatility 6M: |
|
73.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
