HSBC Call 240 DHR 19.12.2025
/ DE000HS2R6J8
HSBC Call 240 DHR 19.12.2025/ DE000HS2R6J8 /
| 2024-08-05 4:18:06 PM |
Chg.-0.72 |
Bid7:35:45 PM |
Ask7:35:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.39EUR |
-11.78% |
5.35
Bid Size: 25,000 |
5.49
Ask Size: 25,000 |
Danaher Corporation |
240.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
HS2R6J |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-10-31 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.12 |
| Intrinsic value: |
3.37 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.21 |
| Parity: |
3.37 |
| Time value: |
2.50 |
| Break-even: |
278.66 |
| Moneyness: |
1.15 |
| Premium: |
0.10 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
0.69% |
| Delta: |
0.77 |
| Theta: |
-0.04 |
| Omega: |
3.31 |
| Rho: |
1.86 |
Quote data
| Open: |
4.94 |
| High: |
5.39 |
| Low: |
4.94 |
| Previous Close: |
6.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.75% |
| 1 Month |
|
|
+52.26% |
| 3 Months |
|
|
+22.50% |
| YTD |
|
|
+45.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.11 |
5.55 |
| 1M High / 1M Low: |
6.11 |
3.52 |
| 6M High / 6M Low: |
6.11 |
3.52 |
| High (YTD): |
2024-08-02 |
6.11 |
| Low (YTD): |
2024-01-15 |
3.18 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.68 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.62% |
| Volatility 6M: |
|
86.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
