HSBC Call 240 DHR 20.09.2024
/ DE000HS2R606
HSBC Call 240 DHR 20.09.2024/ DE000HS2R606 /
| 30/07/2024 08:17:48 |
Chg.-0.32 |
Bid21:11:05 |
Ask21:11:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.21EUR |
-9.07% |
3.47
Bid Size: 25,000 |
-
Ask Size: - |
Danaher Corporation |
240.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
HS2R60 |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
31/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.08 |
| Intrinsic value: |
2.93 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.21 |
| Parity: |
2.93 |
| Time value: |
0.34 |
| Break-even: |
254.53 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.04 |
| Spread %: |
1.24% |
| Delta: |
0.86 |
| Theta: |
-0.08 |
| Omega: |
6.63 |
| Rho: |
0.26 |
Quote data
| Open: |
3.21 |
| High: |
3.21 |
| Low: |
3.21 |
| Previous Close: |
3.53 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+92.22% |
| 1 Month |
|
|
+70.74% |
| 3 Months |
|
|
+64.62% |
| YTD |
|
|
+60.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.53 |
1.67 |
| 1M High / 1M Low: |
3.53 |
1.05 |
| 6M High / 6M Low: |
3.53 |
1.05 |
| High (YTD): |
29/07/2024 |
3.53 |
| Low (YTD): |
08/07/2024 |
1.05 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.33 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
307.05% |
| Volatility 6M: |
|
194.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
