HSBC Call 260 DHR 19.12.2025/  DE000HS2R6L4  /

Frankfurt Zert./HSBC
06/08/2024  08:35:37 Chg.+0.290 Bid08:40:44 Ask08:40:44 Underlying Strike price Expiration date Option type
4.530EUR +6.84% 4.520
Bid Size: 25,000
4.600
Ask Size: 25,000
Danaher Corporation 260.00 USD 19/12/2025 Call
 

Master data

WKN: HS2R6L
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 260.00 USD
Maturity: 19/12/2025
Issue date: 31/10/2023
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.40
Leverage: Yes

Calculated values

Fair value: 3.91
Intrinsic value: 1.54
Implied volatility: 0.28
Historic volatility: 0.21
Parity: 1.54
Time value: 3.16
Break-even: 285.29
Moneyness: 1.06
Premium: 0.12
Premium p.a.: 0.09
Spread abs.: 0.03
Spread %: 0.64%
Delta: 0.69
Theta: -0.04
Omega: 3.74
Rho: 1.77
 

Quote data

Open: 4.360
High: 4.530
Low: 4.360
Previous Close: 4.240
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.00%
1 Month  
+65.93%
3 Months  
+37.27%
YTD  
+55.14%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.980 4.240
1M High / 1M Low: 4.980 2.700
6M High / 6M Low: 4.980 2.620
High (YTD): 01/08/2024 4.980
Low (YTD): 15/01/2024 2.440
52W High: - -
52W Low: - -
Avg. price 1W:   4.654
Avg. volume 1W:   0.000
Avg. price 1M:   3.705
Avg. volume 1M:   0.000
Avg. price 6M:   3.701
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   125.46%
Volatility 6M:   93.05%
Volatility 1Y:   -
Volatility 3Y:   -