HSBC Call 240 DHR 21.06.2024
/ DE000HS2R5V5
HSBC Call 240 DHR 21.06.2024/ DE000HS2R5V5 /
| 2024-05-28 8:00:26 PM |
Chg.-0.500 |
Bid8:30:47 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.790EUR |
-21.83% |
1.790
Bid Size: 25,000 |
-
Ask Size: - |
Danaher Corporation |
240.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
HS2R5V |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-31 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.17 |
| Intrinsic value: |
2.10 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.20 |
| Parity: |
2.10 |
| Time value: |
0.19 |
| Break-even: |
243.87 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.87 |
| Theta: |
-0.11 |
| Omega: |
9.21 |
| Rho: |
0.12 |
Quote data
| Open: |
2.320 |
| High: |
2.320 |
| Low: |
1.770 |
| Previous Close: |
2.290 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.42% |
| 1 Month |
|
|
+40.94% |
| 3 Months |
|
|
-27.53% |
| YTD |
|
|
+18.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.690 |
2.130 |
| 1M High / 1M Low: |
2.690 |
1.110 |
| 6M High / 6M Low: |
2.690 |
0.860 |
| High (YTD): |
2024-05-22 |
2.690 |
| Low (YTD): |
2024-04-22 |
0.860 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.390 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.821 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.636 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.02% |
| Volatility 6M: |
|
215.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
