HSBC WAR. CALL 01/26 CHV/ DE000HS2FVJ2 /
| 2024-12-20 9:36:51 PM | Chg.-0.0100 | Bid9:59:50 PM | Ask9:59:50 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3800EUR | -2.56% | 0.3800 Bid Size: 50,000 |
0.4000 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: | 34.24 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.26 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.18 |
| Parity: | -3.08 |
| Time value: | 0.40 |
| Break-even: | 171.80 |
| Moneyness: | 0.82 |
| Premium: | 0.25 |
| Premium p.a.: | 0.24 |
| Spread abs.: | 0.02 |
| Spread %: | 5.26% |
| Delta: | 0.25 |
| Theta: | -0.01 |
| Omega: | 8.51 |
| Rho: | 0.32 |
Quote data
| Open: | 0.3600 |
|---|---|
| High: | 0.3800 |
| Low: | 0.3600 |
| Previous Close: | 0.3900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -44.12% | ||
|---|---|---|---|
| 1 Month | -62.75% | ||
| 3 Months | -24.00% | ||
| YTD | -69.60% | ||
| 1 Year | -70.77% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5600 | 0.3800 |
|---|---|---|
| 1M High / 1M Low: | 1.0500 | 0.3800 |
| 6M High / 6M Low: | 1.2200 | 0.3800 |
| High (YTD): | 2024-04-29 | 1.7000 |
| Low (YTD): | 2024-12-20 | 0.3800 |
| 52W High: | 2024-04-29 | 1.7000 |
| 52W Low: | 2024-12-20 | 0.3800 |
| Avg. price 1W: | 0.4620 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7824 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7397 | |
| Avg. volume 6M: | .2538 | |
| Avg. price 1Y: | 0.9908 | |
| Avg. volume 1Y: | 37.2863 | |
| Volatility 1M: | 123.97% | |
| Volatility 6M: | 130.31% | |
| Volatility 1Y: | 109.10% | |
| Volatility 3Y: | - |
