HSBC WAR. CALL 01/26 CHV/ DE000HS2FVJ2 /
| 2024-11-15 8:09:06 AM | Chg.-0.0300 | Bid8:25:30 AM | Ask8:25:30 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9100EUR | -3.19% | 0.9000 Bid Size: 50,000 |
0.9400 Ask Size: 50,000 |
Chevron Corporation | 175.00 USD | 2026-01-16 | Call |
Master data
| WKN: | HS2FVJ |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Chevron Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 175.00 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: | 17.67 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.75 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.17 |
| Parity: | -1.54 |
| Time value: | 0.85 |
| Break-even: | 174.13 |
| Moneyness: | 0.91 |
| Premium: | 0.16 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.02 |
| Spread %: | 2.41% |
| Delta: | 0.42 |
| Theta: | -0.02 |
| Omega: | 7.46 |
| Rho: | 0.64 |
Quote data
| Open: | 0.9100 |
|---|---|
| High: | 0.9100 |
| Low: | 0.9100 |
| Previous Close: | 0.9400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +16.67% | ||
|---|---|---|---|
| 1 Month | +62.50% | ||
| 3 Months | +51.67% | ||
| YTD | -27.20% | ||
| 1 Year | -24.17% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9400 | 0.7500 |
|---|---|---|
| 1M High / 1M Low: | 0.9400 | 0.5600 |
| 6M High / 6M Low: | 1.4600 | 0.3800 |
| High (YTD): | 2024-04-29 | 1.7000 |
| Low (YTD): | 2024-09-11 | 0.3800 |
| 52W High: | 2024-04-29 | 1.7000 |
| 52W Low: | 2024-09-11 | 0.3800 |
| Avg. price 1W: | 0.8180 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6809 | |
| Avg. volume 1M: | 1.4348 | |
| Avg. price 6M: | 0.8170 | |
| Avg. volume 6M: | .2500 | |
| Avg. price 1Y: | 1.0277 | |
| Avg. volume 1Y: | 37.1406 | |
| Volatility 1M: | 126.39% | |
| Volatility 6M: | 123.87% | |
| Volatility 1Y: | 103.19% | |
| Volatility 3Y: | - |
