HSBC Call 200 DAP 21.06.2024
/ DE000HS2R5T9
HSBC Call 200 DAP 21.06.2024/ DE000HS2R5T9 /
| 5/7/2024 10:35:12 AM |
Chg.+0.010 |
Bid10:40:46 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.540EUR |
+0.22% |
-
Bid Size: - |
-
Ask Size: - |
DANAHER CORP. D... |
200.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
HS2R5T |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
DANAHER CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
10/31/2023 |
| Last trading day: |
5/7/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.89 |
| Intrinsic value: |
3.84 |
| Implied volatility: |
0.91 |
| Historic volatility: |
0.20 |
| Parity: |
3.84 |
| Time value: |
0.66 |
| Break-even: |
245.00 |
| Moneyness: |
1.19 |
| Premium: |
0.03 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
-0.05 |
| Spread %: |
-1.10% |
| Delta: |
0.82 |
| Theta: |
-0.33 |
| Omega: |
4.32 |
| Rho: |
0.09 |
Quote data
| Open: |
4.530 |
| High: |
4.550 |
| Low: |
4.500 |
| Previous Close: |
4.530 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+1.34% |
| 3 Months |
|
|
-17.15% |
| YTD |
|
|
+15.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.610 |
4.420 |
| 6M High / 6M Low: |
5.580 |
3.040 |
| High (YTD): |
2/28/2024 |
5.580 |
| Low (YTD): |
1/15/2024 |
3.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.505 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.352 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
33.87% |
| Volatility 6M: |
|
100.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
