HSBC Call 250 DHR 16.01.2026
/ DE000HS2R6T7
HSBC Call 250 DHR 16.01.2026/ DE000HS2R6T7 /
2024-09-11 12:00:57 PM |
Chg.-0.010 |
Bid12:01:10 PM |
Ask12:01:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.850EUR |
-0.21% |
4.850 Bid Size: 25,000 |
4.910 Ask Size: 25,000 |
Danaher Corporation |
250.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
HS2R6T |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
Danaher Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2023-10-31 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.23 |
Intrinsic value: |
2.24 |
Implied volatility: |
0.28 |
Historic volatility: |
0.21 |
Parity: |
2.24 |
Time value: |
2.71 |
Break-even: |
276.36 |
Moneyness: |
1.10 |
Premium: |
0.11 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.03 |
Spread %: |
0.61% |
Delta: |
0.72 |
Theta: |
-0.04 |
Omega: |
3.65 |
Rho: |
1.77 |
Quote data
Open: |
4.810 |
High: |
4.870 |
Low: |
4.810 |
Previous Close: |
4.860 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+15.75% |
1 Month |
|
|
+2.54% |
3 Months |
|
|
+5.21% |
YTD |
|
|
+43.49% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.860 |
4.190 |
1M High / 1M Low: |
4.860 |
4.190 |
6M High / 6M Low: |
5.680 |
3.130 |
High (YTD): |
2024-08-01 |
5.680 |
Low (YTD): |
2024-01-15 |
2.870 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.472 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.525 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.310 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
48.28% |
Volatility 6M: |
|
85.93% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |