HSBC Call 240 DHR 21.06.2024/  DE000HS2R5V5  /

EUWAX
2024-05-28  8:17:48 AM Chg.+0.12 Bid10:00:09 PM Ask10:00:09 PM Underlying Strike price Expiration date Option type
2.32EUR +5.45% -
Bid Size: -
-
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: 2.32
High: 2.32
Low: 2.32
Previous Close: 2.20
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.73%
1 Month  
+96.61%
3 Months
  -3.73%
YTD  
+55.70%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.63 2.11
1M High / 1M Low: 2.63 1.16
6M High / 6M Low: 2.63 0.79
High (YTD): 2024-05-23 2.63
Low (YTD): 2024-04-23 0.79
52W High: - -
52W Low: - -
Avg. price 1W:   2.42
Avg. volume 1W:   0.00
Avg. price 1M:   1.77
Avg. volume 1M:   0.00
Avg. price 6M:   1.62
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   186.66%
Volatility 6M:   239.90%
Volatility 1Y:   -
Volatility 3Y:   -