HSBC Call 250 DHR 19.12.2025
/ DE000HS2R6K6
HSBC Call 250 DHR 19.12.2025/ DE000HS2R6K6 /
| 2024-08-06 8:05:32 AM |
Chg.+0.120 |
Bid2024-08-06 |
Ask2024-08-06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.890EUR |
+2.52% |
4.890
Bid Size: 25,000 |
4.970
Ask Size: 25,000 |
Danaher Corporation |
250.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
HS2R6K |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-10-31 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.49 |
| Intrinsic value: |
2.45 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.21 |
| Parity: |
2.45 |
| Time value: |
2.82 |
| Break-even: |
281.83 |
| Moneyness: |
1.11 |
| Premium: |
0.11 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
0.76% |
| Delta: |
0.73 |
| Theta: |
-0.04 |
| Omega: |
3.52 |
| Rho: |
1.82 |
Quote data
| Open: |
4.890 |
| High: |
4.890 |
| Low: |
4.890 |
| Previous Close: |
4.770 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.68% |
| 1 Month |
|
|
+55.73% |
| 3 Months |
|
|
+30.40% |
| YTD |
|
|
+47.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.570 |
4.770 |
| 1M High / 1M Low: |
5.570 |
3.110 |
| 6M High / 6M Low: |
5.570 |
3.020 |
| High (YTD): |
2024-08-01 |
5.570 |
| Low (YTD): |
2024-01-15 |
2.790 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.220 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.201 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.179 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.01% |
| Volatility 6M: |
|
89.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
