HSBC Call 220 DAP 21.06.2024
/ DE000HS2R5U7
HSBC Call 220 DAP 21.06.2024/ DE000HS2R5U7 /
| 2024-05-07 10:35:12 AM |
Chg.+0.010 |
Bid10:40:46 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.740EUR |
+0.37% |
-
Bid Size: - |
-
Ask Size: - |
DANAHER CORP. D... |
220.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
HS2R5U |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
DANAHER CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-31 |
| Last trading day: |
2024-05-07 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.26 |
| Intrinsic value: |
2.19 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.20 |
| Parity: |
2.19 |
| Time value: |
0.52 |
| Break-even: |
247.10 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
-0.04 |
| Spread %: |
-1.45% |
| Delta: |
0.78 |
| Theta: |
-0.23 |
| Omega: |
6.95 |
| Rho: |
0.11 |
Quote data
| Open: |
2.730 |
| High: |
2.750 |
| Low: |
2.710 |
| Previous Close: |
2.730 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-2.49% |
| 3 Months |
|
|
-30.46% |
| YTD |
|
|
+5.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.820 |
2.640 |
| 6M High / 6M Low: |
3.940 |
1.850 |
| High (YTD): |
2024-02-28 |
3.940 |
| Low (YTD): |
2024-01-15 |
1.910 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.718 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.829 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.84% |
| Volatility 6M: |
|
144.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
