HSBC Call 240 DHR 17.01.2025
/ DE000HS2R6C3
HSBC Call 240 DHR 17.01.2025/ DE000HS2R6C3 /
| 8/6/2024 9:50:40 AM |
Chg.+0.380 |
Bid10:05:14 AM |
Ask10:05:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.250EUR |
+9.82% |
4.160
Bid Size: 25,000 |
4.270
Ask Size: 25,000 |
Danaher Corporation |
240.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
10/31/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.33 |
| Intrinsic value: |
2.68 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.21 |
| Parity: |
2.68 |
| Time value: |
1.37 |
| Break-even: |
259.67 |
| Moneyness: |
1.12 |
| Premium: |
0.06 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.14 |
| Spread %: |
3.58% |
| Delta: |
0.75 |
| Theta: |
-0.07 |
| Omega: |
4.54 |
| Rho: |
0.64 |
Quote data
| Open: |
4.000 |
| High: |
4.350 |
| Low: |
4.000 |
| Previous Close: |
3.870 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.47% |
| 1 Month |
|
|
+117.95% |
| 3 Months |
|
|
+59.18% |
| YTD |
|
|
+64.09% |
| 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): |
8/1/2024 |
4.660 |
| Low (YTD): |
7/4/2024 |
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: |
|
- |
