HSBC Call 200 DAP 17.01.2025
/ DE000HS2R6A7
HSBC Call 200 DAP 17.01.2025/ DE000HS2R6A7 /
| 2024-06-14 8:18:17 AM |
Chg.- |
Bid10:00:10 PM |
Ask10:00:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.91EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
DANAHER CORP. D... |
200.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
HS2R6A |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
DANAHER CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-10-31 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.50 |
| Intrinsic value: |
3.92 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.21 |
| Parity: |
3.92 |
| Time value: |
1.99 |
| Break-even: |
259.10 |
| Moneyness: |
1.20 |
| Premium: |
0.08 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.09 |
| Spread %: |
1.55% |
| Delta: |
0.76 |
| Theta: |
-0.08 |
| Omega: |
3.08 |
| Rho: |
0.69 |
Quote data
| Open: |
5.91 |
| High: |
5.91 |
| Low: |
5.91 |
| Previous Close: |
6.67 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-9.08% |
| 3 Months |
|
|
-3.75% |
| YTD |
|
|
+23.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.98 |
5.72 |
| 6M High / 6M Low: |
6.99 |
4.08 |
| High (YTD): |
2024-05-23 |
6.99 |
| Low (YTD): |
2024-01-15 |
4.08 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
6.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.66 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.89% |
| Volatility 6M: |
|
82.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
