HSBC WAR. CALL 01/25 CHV/ DE000HS0PP48 /
2024-10-11 9:35:39 PM | Chg.+0.0600 | Bid9:59:23 PM | Ask9:59:23 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.3800EUR | +4.55% | 1.3500 Bid Size: 50,000 |
1.3600 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: | 10.52 |
Leverage: | Yes |
Calculated values
Fair value: | 1.21 |
---|---|
Intrinsic value: | 0.97 |
Implied volatility: | 0.23 |
Historic volatility: | 0.18 |
Parity: | 0.97 |
Time value: | 0.34 |
Break-even: | 141.15 |
Moneyness: | 1.08 |
Premium: | 0.02 |
Premium p.a.: | 0.10 |
Spread abs.: | 0.01 |
Spread %: | 0.77% |
Delta: | 0.77 |
Theta: | -0.03 |
Omega: | 8.12 |
Rho: | 0.25 |
Quote data
Open: | 1.2500 |
---|---|
High: | 1.3800 |
Low: | 1.2500 |
Previous Close: | 1.3200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +2.99% | ||
---|---|---|---|
1 Month | +94.37% | ||
3 Months | -24.59% | ||
YTD | -28.50% | ||
1 Year | -55.91% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.4200 | 1.2100 |
---|---|---|
1M High / 1M Low: | 1.4200 | 0.7100 |
6M High / 6M Low: | 2.8400 | 0.6500 |
High (YTD): | 2024-04-29 | 2.8400 |
Low (YTD): | 2024-09-10 | 0.6500 |
52W High: | 2023-10-19 | 3.7300 |
52W Low: | 2024-09-10 | 0.6500 |
Avg. price 1W: | 1.3200 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.0877 | |
Avg. volume 1M: | 4,370.6364 | |
Avg. price 6M: | 1.7272 | |
Avg. volume 6M: | 740.2692 | |
Avg. price 1Y: | 1.8713 | |
Avg. volume 1Y: | 386.4414 | |
Volatility 1M: | 166.89% | |
Volatility 6M: | 132.77% | |
Volatility 1Y: | 116.21% | |
Volatility 3Y: | - |