HSBC Call 250 DHR 17.01.2025
/ DE000HS2R6D1
HSBC Call 250 DHR 17.01.2025/ DE000HS2R6D1 /
| 2024-09-26 9:35:50 PM |
Chg.+0.640 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.120EUR |
+25.81% |
3.200
Bid Size: 25,000 |
3.240
Ask Size: 25,000 |
Danaher Corporation |
250.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
HS2R6D |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 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: |
9.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.21 |
| Intrinsic value: |
1.61 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.20 |
| Parity: |
1.61 |
| Time value: |
0.95 |
| Break-even: |
250.22 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.04 |
| Spread %: |
1.59% |
| Delta: |
0.72 |
| Theta: |
-0.07 |
| Omega: |
6.76 |
| Rho: |
0.46 |
Quote data
| Open: |
2.600 |
| High: |
3.120 |
| Low: |
2.570 |
| Previous Close: |
2.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.50% |
| 1 Month |
|
|
+13.45% |
| 3 Months |
|
|
+33.91% |
| YTD |
|
|
+44.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.200 |
2.480 |
| 1M High / 1M Low: |
3.220 |
2.470 |
| 6M High / 6M Low: |
3.920 |
1.410 |
| High (YTD): |
2024-08-01 |
3.920 |
| Low (YTD): |
2024-07-04 |
1.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.906 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.832 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.572 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.15% |
| Volatility 6M: |
|
144.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
