HSBC WAR. CALL 01/26 CHV/ DE000HS2FVL8 /
| 2024-05-17 7:36:32 PM | Chg.+0.0200 | Bid9:26:21 PM | Ask9:26:21 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4000EUR | +5.26% | 0.4000 Bid Size: 50,000 |
0.4100 Ask Size: 50,000 |
Chevron Corporation | 225.00 USD | 2026-01-16 | 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: | 2026-01-16 |
| Issue date: | 2023-09-28 |
| Last trading day: | 2026-01-15 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 38.01 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.25 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.18 |
| Parity: | -5.88 |
| Time value: | 0.39 |
| Break-even: | 210.93 |
| Moneyness: | 0.72 |
| Premium: | 0.42 |
| Premium p.a.: | 0.24 |
| Spread abs.: | 0.01 |
| Spread %: | 2.63% |
| Delta: | 0.20 |
| Theta: | -0.01 |
| Omega: | 7.47 |
| Rho: | 0.42 |
Quote data
| Open: | 0.3800 |
|---|---|
| High: | 0.4000 |
| Low: | 0.3800 |
| Previous Close: | 0.3800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -9.09% | ||
|---|---|---|---|
| 1 Month | -2.44% | ||
| 3 Months | -4.76% | ||
| YTD | -13.04% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4400 | 0.3800 |
|---|---|---|
| 1M High / 1M Low: | 0.5500 | 0.3800 |
| 6M High / 6M Low: | 0.5500 | 0.2900 |
| High (YTD): | 2024-04-29 | 0.5500 |
| Low (YTD): | 2024-01-23 | 0.2900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4020 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4462 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4062 | |
| Avg. volume 6M: | 25.5161 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 97.35% | |
| Volatility 6M: | 84.85% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
