HSBC Call 250 DHR 17.01.2025
/ DE000HS2R6D1
HSBC Call 250 DHR 17.01.2025/ DE000HS2R6D1 /
| 11/10/2024 21:35:30 |
Chg.+0.300 |
Bid21:59:16 |
Ask21:59:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.770EUR |
+12.15% |
2.730
Bid Size: 25,000 |
2.760
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: |
8.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.35 |
| Intrinsic value: |
1.86 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
1.86 |
| Time value: |
0.90 |
| Break-even: |
256.22 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
1.10% |
| Delta: |
0.73 |
| Theta: |
-0.08 |
| Omega: |
6.56 |
| Rho: |
0.41 |
Quote data
| Open: |
2.430 |
| High: |
2.840 |
| Low: |
2.430 |
| Previous Close: |
2.470 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-10.36% |
| 3 Months |
|
|
+48.92% |
| YTD |
|
|
+28.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.770 |
2.470 |
| 1M High / 1M Low: |
3.220 |
2.470 |
| 6M High / 6M Low: |
3.920 |
1.410 |
| High (YTD): |
01/08/2024 |
3.920 |
| Low (YTD): |
04/07/2024 |
1.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.668 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.909 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.617 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.21% |
| Volatility 6M: |
|
149.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
