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HSBC Call 225 CVX 16.01.2026/  DE000HS2FVL8  /

Frankfurt Zert./HSBC
10/10/2024  1:50:58 PM Chg.-0.006 Bid10/10/2024 Ask10/10/2024 Underlying Strike price Expiration date Option type
0.096EUR -5.88% 0.096
Bid Size: 50,000		 0.124
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: 118.93
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.18
Parity: -6.89
Time value: 0.12
Break-even: 206.79
Moneyness: 0.67
Premium: 0.51
Premium p.a.: 0.39
Spread abs.: 0.01
Spread %: 13.86%
Delta: 0.08
Theta: -0.01
Omega: 9.89
Rho: 0.13
 

Quote data

Open: 0.092
High: 0.098
Low: 0.092
Previous Close: 0.102
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -17.95%
1 Month  
+84.62%
3 Months
  -52.00%
YTD
  -77.67%
1 Year
  -91.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.117 0.099
1M High / 1M Low: 0.117 0.048
6M High / 6M Low: 0.530 0.048
High (YTD): 4/29/2024 0.530
Low (YTD): 9/26/2024 0.048
52W High: 10/19/2023 1.200
52W Low: 9/26/2024 0.048
Avg. price 1W:   0.109
Avg. volume 1W:   0.000
Avg. price 1M:   0.075
Avg. volume 1M:   0.000
Avg. price 6M:   0.229
Avg. volume 6M:   0.000
Avg. price 1Y:   0.344
Avg. volume 1Y:   0.000
Volatility 1M:   198.36%
Volatility 6M:   154.61%
Volatility 1Y:   128.33%
Volatility 3Y:   -