HSBC WAR. CALL 01/25 CHV/ DE000HS0PP48 /
| 7/9/2024 9:35:58 PM | Chg.-0.0100 | Bid9:40:35 PM | Ask9:40:35 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.7300EUR | -0.57% | 1.7100 Bid Size: 50,000 |
1.7300 Ask Size: 50,000 |
Chevron Corporation | 140.00 USD | 1/15/2025 | 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: | 1/15/2025 |
| Issue date: | 7/14/2023 |
| Last trading day: | 1/14/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 8.05 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.74 |
|---|---|
| Intrinsic value: | 1.32 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.18 |
| Parity: | 1.32 |
| Time value: | 0.45 |
| Break-even: | 146.96 |
| Moneyness: | 1.10 |
| Premium: | 0.03 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.02 |
| Spread %: | 1.14% |
| Delta: | 0.82 |
| Theta: | -0.02 |
| Omega: | 6.60 |
| Rho: | 0.52 |
Quote data
| Open: | 1.7600 |
|---|---|
| High: | 1.7600 |
| Low: | 1.6900 |
| Previous Close: | 1.7400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.82% | ||
|---|---|---|---|
| 1 Month | -14.78% | ||
| 3 Months | -30.24% | ||
| YTD | -10.36% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.0500 | 1.7400 |
|---|---|---|
| 1M High / 1M Low: | 2.1700 | 1.7200 |
| 6M High / 6M Low: | 2.8400 | 1.3800 |
| High (YTD): | 4/29/2024 | 2.8400 |
| Low (YTD): | 1/23/2024 | 1.3800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.8920 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.9214 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.0844 | |
| Avg. volume 6M: | 19.4803 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 102.90% | |
| Volatility 6M: | 91.65% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
