HSBC Call 240 DHR 17.01.2025
/ DE000HS2R6C3
HSBC Call 240 DHR 17.01.2025/ DE000HS2R6C3 /
| 2024-06-25 9:35:37 PM |
Chg.-0.160 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.900EUR |
-5.23% |
2.870
Bid Size: 25,000 |
2.900
Ask Size: 25,000 |
Danaher Corporation |
240.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
HS2R6C |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-10-31 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.67 |
| Intrinsic value: |
1.56 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.21 |
| Parity: |
1.56 |
| Time value: |
1.52 |
| Break-even: |
254.43 |
| Moneyness: |
1.07 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
0.98% |
| Delta: |
0.70 |
| Theta: |
-0.06 |
| Omega: |
5.44 |
| Rho: |
0.77 |
Quote data
| Open: |
3.050 |
| High: |
3.080 |
| Low: |
2.880 |
| Previous Close: |
3.060 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.23% |
| 1 Month |
|
|
-19.22% |
| 3 Months |
|
|
-3.33% |
| YTD |
|
|
+11.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.160 |
2.530 |
| 1M High / 1M Low: |
3.910 |
2.530 |
| 6M High / 6M Low: |
3.990 |
2.020 |
| High (YTD): |
2024-05-22 |
3.990 |
| Low (YTD): |
2024-01-15 |
2.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.908 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.259 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.036 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.34% |
| Volatility 6M: |
|
118.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
