HSBC Call 220 DHR 17.01.2025
/ DE000HS2R6B5
HSBC Call 220 DHR 17.01.2025/ DE000HS2R6B5 /
| 10/09/2024 10:21:16 |
Chg.+0.040 |
Bid10:21:37 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.290EUR |
+0.76% |
5.290
Bid Size: 25,000 |
-
Ask Size: - |
Danaher Corporation |
220.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
HS2R6B |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
31/10/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.09 |
| Intrinsic value: |
4.81 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.21 |
| Parity: |
4.81 |
| Time value: |
0.53 |
| Break-even: |
252.76 |
| Moneyness: |
1.24 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.89 |
| Theta: |
-0.05 |
| Omega: |
4.13 |
| Rho: |
0.59 |
Quote data
| Open: |
5.290 |
| High: |
5.290 |
| Low: |
5.280 |
| Previous Close: |
5.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.25% |
| 1 Month |
|
|
+1.93% |
| 3 Months |
|
|
+1.73% |
| YTD |
|
|
+46.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.250 |
4.560 |
| 1M High / 1M Low: |
5.260 |
4.560 |
| 6M High / 6M Low: |
6.240 |
2.980 |
| High (YTD): |
01/08/2024 |
6.240 |
| Low (YTD): |
15/01/2024 |
2.950 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.772 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.962 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.493 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.65% |
| Volatility 6M: |
|
104.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
