HSBC Call 250 DHR 17.01.2025
/ DE000HS2R6D1
HSBC Call 250 DHR 17.01.2025/ DE000HS2R6D1 /
| 10/07/2024 21:35:23 |
Chg.+0.120 |
Bid21:59:31 |
Ask21:59:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.570EUR |
+8.28% |
1.580
Bid Size: 25,000 |
1.610
Ask Size: 25,000 |
Danaher Corporation |
250.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
HS2R6D |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
31/10/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.21 |
| Parity: |
-0.94 |
| Time value: |
1.51 |
| Break-even: |
246.28 |
| Moneyness: |
0.96 |
| Premium: |
0.11 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.03 |
| Spread %: |
2.03% |
| Delta: |
0.49 |
| Theta: |
-0.05 |
| Omega: |
7.24 |
| Rho: |
0.49 |
Quote data
| Open: |
1.450 |
| High: |
1.570 |
| Low: |
1.450 |
| Previous Close: |
1.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.29% |
| 1 Month |
|
|
-48.86% |
| 3 Months |
|
|
-34.58% |
| YTD |
|
|
-27.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.550 |
1.410 |
| 1M High / 1M Low: |
3.070 |
1.410 |
| 6M High / 6M Low: |
3.330 |
1.410 |
| High (YTD): |
22/05/2024 |
3.330 |
| Low (YTD): |
04/07/2024 |
1.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.482 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.142 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.466 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.17% |
| Volatility 6M: |
|
129.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
