HSBC Call 220 DHR 16.01.2026
/ DE000HS2R6R1
HSBC Call 220 DHR 16.01.2026/ DE000HS2R6R1 /
2024-06-25 8:17:06 AM |
Chg.+0.06 |
Bid12:46:36 PM |
Ask12:46:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.97EUR |
+1.02% |
5.97 Bid Size: 25,000 |
6.04 Ask Size: 25,000 |
Danaher Corporation |
220.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
HS2R6R |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
Danaher Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2023-10-31 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.23 |
Intrinsic value: |
3.43 |
Implied volatility: |
0.30 |
Historic volatility: |
0.21 |
Parity: |
3.43 |
Time value: |
2.57 |
Break-even: |
264.99 |
Moneyness: |
1.17 |
Premium: |
0.11 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.04 |
Spread %: |
0.67% |
Delta: |
0.77 |
Theta: |
-0.04 |
Omega: |
3.08 |
Rho: |
1.95 |
Quote data
Open: |
5.97 |
High: |
5.97 |
Low: |
5.97 |
Previous Close: |
5.91 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.36% |
1 Month |
|
|
-8.99% |
3 Months |
|
|
-2.93% |
YTD |
|
|
+25.42% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.06 |
5.44 |
1M High / 1M Low: |
6.88 |
5.44 |
6M High / 6M Low: |
7.00 |
4.15 |
High (YTD): |
2024-05-23 |
7.00 |
Low (YTD): |
2024-01-15 |
4.15 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.83 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.25 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
5.73 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
78.80% |
Volatility 6M: |
|
73.14% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |