HSBC Call 250 DHR 16.01.2026
/ DE000HS2R6T7
HSBC Call 250 DHR 16.01.2026/ DE000HS2R6T7 /
| 11/10/2024 21:35:32 |
Chg.+0.270 |
Bid21:59:17 |
Ask21:59:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.630EUR |
+6.19% |
4.600
Bid Size: 25,000 |
4.630
Ask Size: 25,000 |
Danaher Corporation |
250.00 USD |
16/01/2026 |
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: |
16/01/2026 |
| Issue date: |
31/10/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.82 |
| Intrinsic value: |
1.86 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.21 |
| Parity: |
1.86 |
| Time value: |
2.77 |
| Break-even: |
274.92 |
| Moneyness: |
1.08 |
| Premium: |
0.11 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
0.65% |
| Delta: |
0.70 |
| Theta: |
-0.04 |
| Omega: |
3.74 |
| Rho: |
1.60 |
Quote data
| Open: |
4.310 |
| High: |
4.710 |
| Low: |
4.310 |
| Previous Close: |
4.360 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.87% |
| 1 Month |
|
|
-2.73% |
| 3 Months |
|
|
+27.90% |
| YTD |
|
|
+36.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.630 |
4.360 |
| 1M High / 1M Low: |
4.890 |
4.180 |
| 6M High / 6M Low: |
5.680 |
3.130 |
| High (YTD): |
01/08/2024 |
5.680 |
| Low (YTD): |
15/01/2024 |
2.870 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.536 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.649 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.389 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.73% |
| Volatility 6M: |
|
88.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
