HSBC Call 220 DHR 19.12.2025
/ DE000HS2R6H2
HSBC Call 220 DHR 19.12.2025/ DE000HS2R6H2 /
05/08/2024 21:35:35 |
Chg.-0.530 |
Bid21:59:25 |
Ask21:59:25 |
Underlying |
Strike price |
Expiration date |
Option type |
6.540EUR |
-7.50% |
6.580 Bid Size: 25,000 |
6.720 Ask Size: 25,000 |
Danaher Corporation |
220.00 USD |
19/12/2025 |
Call |
Master data
WKN: |
HS2R6H |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
Danaher Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 USD |
Maturity: |
19/12/2025 |
Issue date: |
31/10/2023 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.51 |
Intrinsic value: |
5.20 |
Implied volatility: |
0.31 |
Historic volatility: |
0.21 |
Parity: |
5.20 |
Time value: |
1.97 |
Break-even: |
273.33 |
Moneyness: |
1.26 |
Premium: |
0.08 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.04 |
Spread %: |
0.56% |
Delta: |
0.83 |
Theta: |
-0.04 |
Omega: |
2.94 |
Rho: |
1.90 |
Quote data
Open: |
6.270 |
High: |
6.940 |
Low: |
6.160 |
Previous Close: |
7.070 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-5.08% |
1 Month |
|
|
+40.34% |
3 Months |
|
|
+18.69% |
YTD |
|
|
+38.56% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.540 |
6.890 |
1M High / 1M Low: |
7.540 |
4.610 |
6M High / 6M Low: |
7.540 |
4.500 |
High (YTD): |
01/08/2024 |
7.540 |
Low (YTD): |
15/01/2024 |
4.090 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.192 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.841 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.853 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
96.32% |
Volatility 6M: |
|
74.36% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |