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HSBC Call 240 DHR 20.12.2024/  DE000HS2R663  /

EUWAX
2024-11-08  9:32:54 AM Chg.-0.15 Bid6:17:49 PM Ask6:17:49 PM Underlying Strike price Expiration date Option type
1.15EUR -11.54% 1.10
Bid Size: 25,000		 -
Ask Size: -		 Danaher Corporation 240.00 USD 2024-12-20 Call
 

Master data

WKN: HS2R66
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 240.00 USD
Maturity: 2024-12-20
Issue date: 2023-10-31
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.82
Leverage: Yes

Calculated values

Fair value: 0.99
Intrinsic value: 0.57
Implied volatility: 0.26
Historic volatility: 0.20
Parity: 0.57
Time value: 0.58
Break-even: 233.81
Moneyness: 1.03
Premium: 0.03
Premium p.a.: 0.25
Spread abs.: 0.03
Spread %: 2.68%
Delta: 0.64
Theta: -0.10
Omega: 12.78
Rho: 0.16
 

Quote data

Open: 1.15
High: 1.15
Low: 1.15
Previous Close: 1.30
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.23%
1 Month
  -63.84%
3 Months
  -64.17%
YTD
  -53.06%
1 Year  
+5.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.80 1.30
1M High / 1M Low: 3.44 0.93
6M High / 6M Low: 4.44 0.93
High (YTD): 2024-08-02 4.44
Low (YTD): 2024-10-31 0.93
52W High: 2024-08-02 4.44
52W Low: 2024-10-31 0.93
Avg. price 1W:   1.45
Avg. volume 1W:   0.00
Avg. price 1M:   2.31
Avg. volume 1M:   0.00
Avg. price 6M:   3.00
Avg. volume 6M:   0.00
Avg. price 1Y:   2.78
Avg. volume 1Y:   0.00
Volatility 1M:   310.66%
Volatility 6M:   176.43%
Volatility 1Y:   154.50%
Volatility 3Y:   -