HSBC Call 240 DHR 20.12.2024
/ DE000HS2R663
HSBC Call 240 DHR 20.12.2024/ DE000HS2R663 /
| 08/11/2024 09:32:54 |
Chg.-0.15 |
Bid20:16:25 |
Ask20:16:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.15EUR |
-11.54% |
1.14
Bid Size: 25,000 |
-
Ask Size: - |
Danaher Corporation |
240.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
31/10/2023 |
| Last trading day: |
19/12/2024 |
| 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): |
02/08/2024 |
4.44 |
| Low (YTD): |
31/10/2024 |
0.93 |
| 52W High: |
02/08/2024 |
4.44 |
| 52W Low: |
31/10/2024 |
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: |
|
- |
