HSBC Call 250 DHR 21.06.2024
/ DE000HS2R5W3
HSBC Call 250 DHR 21.06.2024/ DE000HS2R5W3 /
| 2024-05-30 9:45:52 AM |
Chg.-0.300 |
Bid7:59:56 PM |
Ask7:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
-30.93% |
0.640
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: |
26.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.20 |
| Parity: |
0.55 |
| Time value: |
0.33 |
| Break-even: |
240.26 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.02 |
| Spread %: |
2.33% |
| Delta: |
0.69 |
| Theta: |
-0.12 |
| Omega: |
18.47 |
| Rho: |
0.09 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.670 |
| Previous Close: |
0.970 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-61.93% |
| 1 Month |
|
|
+4.69% |
| 3 Months |
|
|
-63.39% |
| YTD |
|
|
-37.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.760 |
0.970 |
| 1M High / 1M Low: |
1.760 |
0.590 |
| 6M High / 6M Low: |
1.830 |
0.430 |
| High (YTD): |
2024-02-29 |
1.830 |
| Low (YTD): |
2024-04-23 |
0.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.364 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.095 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.114 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
295.25% |
| Volatility 6M: |
|
301.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
