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HSBC Call 240 DHR 17.01.2025/  DE000HS2R6C3  /

Frankfurt Zert./HSBC
2024-08-06  8:21:18 AM Chg.+0.130 Bid2024-08-06 Ask2024-08-06 Underlying Strike price Expiration date Option type
4.000EUR +3.36% 4.000
Bid Size: 25,000		 4.110
Ask Size: 25,000		 Danaher Corporation 240.00 USD 2025-01-17 Call
 

Master data

WKN: HS2R6C
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 240.00 USD
Maturity: 2025-01-17
Issue date: 2023-10-31
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.69
Leverage: Yes

Calculated values

Fair value: 3.93
Intrinsic value: 3.37
Implied volatility: 0.33
Historic volatility: 0.21
Parity: 3.37
Time value: 1.09
Break-even: 264.56
Moneyness: 1.15
Premium: 0.04
Premium p.a.: 0.10
Spread abs.: 0.04
Spread %: 0.91%
Delta: 0.79
Theta: -0.06
Omega: 4.52
Rho: 0.71
 

Quote data

Open: 4.000
High: 4.000
Low: 4.000
Previous Close: 3.870
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.32%
1 Month  
+105.13%
3 Months  
+49.81%
YTD  
+54.44%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.660 3.870
1M High / 1M Low: 4.660 1.910
6M High / 6M Low: 4.660 1.860
High (YTD): 2024-08-01 4.660
Low (YTD): 2024-07-04 1.860
52W High: - -
52W Low: - -
Avg. price 1W:   4.308
Avg. volume 1W:   0.000
Avg. price 1M:   3.143
Avg. volume 1M:   525.048
Avg. price 6M:   3.124
Avg. volume 6M:   86.819
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   185.72%
Volatility 6M:   131.22%
Volatility 1Y:   -
Volatility 3Y:   -