HSBC Call 240 DHR 17.01.2025
/ DE000HS2R6C3
HSBC Call 240 DHR 17.01.2025/ DE000HS2R6C3 /
| 11/10/2024 08:17:23 |
Chg.-0.20 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.11EUR |
-6.04% |
-
Bid Size: - |
-
Ask Size: - |
Danaher Corporation |
240.00 USD |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
31/10/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.10 |
| Intrinsic value: |
2.77 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.21 |
| Parity: |
2.77 |
| Time value: |
0.72 |
| Break-even: |
254.37 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.04 |
| Spread %: |
1.16% |
| Delta: |
0.80 |
| Theta: |
-0.08 |
| Omega: |
5.64 |
| Rho: |
0.43 |
Quote data
| Open: |
3.11 |
| High: |
3.11 |
| Low: |
3.11 |
| Previous Close: |
3.31 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.14% |
| 1 Month |
|
|
-17.29% |
| 3 Months |
|
|
+34.05% |
| YTD |
|
|
+21.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.42 |
3.11 |
| 1M High / 1M Low: |
3.98 |
3.11 |
| 6M High / 6M Low: |
4.58 |
1.86 |
| High (YTD): |
02/08/2024 |
4.58 |
| Low (YTD): |
08/07/2024 |
1.86 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.22 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.98% |
| Volatility 6M: |
|
135.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
