HSBC WAR. CALL 01/25 CHV/ DE000HS0PP48 /
| 2024-08-05 9:36:03 PM | Chg.-0.1900 | Bid9:59:53 PM | Ask9:59:53 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1700EUR | -13.97% | 1.1800 Bid Size: 50,000 |
1.2300 Ask Size: 50,000 |
Chevron Corporation | 140.00 USD | 2025-01-15 | Call |
Master data
| WKN: | HS0PP4 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Chevron Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 140.00 USD |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-07-14 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 10.01 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.26 |
|---|---|
| Intrinsic value: | 0.78 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.18 |
| Parity: | 0.78 |
| Time value: | 0.58 |
| Break-even: | 141.91 |
| Moneyness: | 1.06 |
| Premium: | 0.04 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.01 |
| Spread %: | 0.74% |
| Delta: | 0.72 |
| Theta: | -0.03 |
| Omega: | 7.22 |
| Rho: | 0.38 |
Quote data
| Open: | 1.2600 |
|---|---|
| High: | 1.3400 |
| Low: | 1.1400 |
| Previous Close: | 1.3600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -44.55% | ||
|---|---|---|---|
| 1 Month | -33.52% | ||
| 3 Months | -52.44% | ||
| YTD | -39.38% | ||
| 1 Year | -60.74% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.1900 | 1.1700 |
|---|---|---|
| 1M High / 1M Low: | 2.3500 | 1.1700 |
| 6M High / 6M Low: | 2.8400 | 1.1700 |
| High (YTD): | 2024-04-29 | 2.8400 |
| Low (YTD): | 2024-08-05 | 1.1700 |
| 52W High: | 2023-09-27 | 3.8400 |
| 52W Low: | 2024-08-05 | 1.1700 |
| Avg. price 1W: | 1.7000 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.8810 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.1230 | |
| Avg. volume 6M: | 8.2835 | |
| Avg. price 1Y: | 2.2921 | |
| Avg. volume 1Y: | 15.7098 | |
| Volatility 1M: | 168.05% | |
| Volatility 6M: | 103.03% | |
| Volatility 1Y: | 98.02% | |
| Volatility 3Y: | - |
