HSBC Call 250 DHR 21.06.2024
/ DE000HS2R5W3
HSBC Call 250 DHR 21.06.2024/ DE000HS2R5W3 /
| 2024-05-28 9:00:41 PM |
Chg.-0.460 |
Bid9:03:54 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
-32.17% |
0.970
Bid Size: 25,000 |
-
Ask Size: - |
Danaher Corporation |
250.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
HS2R5W |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 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: |
16.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.33 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.20 |
| Parity: |
1.18 |
| Time value: |
0.25 |
| Break-even: |
244.47 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.79 |
| Theta: |
-0.12 |
| Omega: |
13.41 |
| Rho: |
0.12 |
Quote data
| Open: |
1.450 |
| High: |
1.460 |
| Low: |
0.960 |
| Previous Close: |
1.430 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.25% |
| 1 Month |
|
|
+36.62% |
| 3 Months |
|
|
-47.28% |
| YTD |
|
|
-11.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.810 |
1.310 |
| 1M High / 1M Low: |
1.810 |
0.580 |
| 6M High / 6M Low: |
1.840 |
0.480 |
| High (YTD): |
2024-02-28 |
1.840 |
| Low (YTD): |
2024-04-22 |
0.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.534 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.098 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.118 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
266.96% |
| Volatility 6M: |
|
265.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
