HSBC WAR. CALL 01/26 CHV/ DE000HS2FVL8 /
| 5/20/2024 9:35:59 PM | Chg.-0.0200 | Bid9:59:51 PM | Ask9:59:51 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3800EUR | -5.00% | 0.3800 Bid Size: 50,000 |
0.3900 Ask Size: 50,000 |
Chevron Corporation | 225.00 USD | 1/16/2026 | Call |
Master data
| WKN: | HS2FVL |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Chevron Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 225.00 USD |
| Maturity: | 1/16/2026 |
| Issue date: | 9/28/2023 |
| Last trading day: | 1/15/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 36.49 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.26 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.18 |
| Parity: | -5.73 |
| Time value: | 0.41 |
| Break-even: | 211.05 |
| Moneyness: | 0.72 |
| Premium: | 0.41 |
| Premium p.a.: | 0.23 |
| Spread abs.: | 0.01 |
| Spread %: | 2.50% |
| Delta: | 0.20 |
| Theta: | -0.01 |
| Omega: | 7.44 |
| Rho: | 0.44 |
Quote data
| Open: | 0.4000 |
|---|---|
| High: | 0.4000 |
| Low: | 0.3800 |
| Previous Close: | 0.4000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.00% | ||
|---|---|---|---|
| 1 Month | -19.15% | ||
| 3 Months | -9.52% | ||
| YTD | -17.39% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4000 | 0.3800 |
|---|---|---|
| 1M High / 1M Low: | 0.5500 | 0.3800 |
| 6M High / 6M Low: | 0.5500 | 0.2900 |
| High (YTD): | 4/29/2024 | 0.5500 |
| Low (YTD): | 1/23/2024 | 0.2900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3880 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4425 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4056 | |
| Avg. volume 6M: | 25.5161 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 90.32% | |
| Volatility 6M: | 85.39% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
