HSBC WAR. CALL 01/26 CHV/ DE000HS2FVJ2 /
| 7/31/2024 9:35:38 PM | Chg.+0.0500 | Bid9:59:56 PM | Ask9:59:56 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1400EUR | +4.59% | 1.1200 Bid Size: 50,000 |
1.1300 Ask Size: 50,000 |
Chevron Corporation | 175.00 USD | 1/16/2026 | 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: | 1/16/2026 |
| Issue date: | 9/28/2023 |
| Last trading day: | 1/15/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 13.41 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.02 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.18 |
| Parity: | -1.43 |
| Time value: | 1.10 |
| Break-even: | 172.80 |
| Moneyness: | 0.91 |
| Premium: | 0.17 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.01 |
| Spread %: | 0.92% |
| Delta: | 0.48 |
| Theta: | -0.02 |
| Omega: | 6.40 |
| Rho: | 0.87 |
Quote data
| Open: | 1.1200 |
|---|---|
| High: | 1.1400 |
| Low: | 1.1200 |
| Previous Close: | 1.0900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +21.28% | ||
|---|---|---|---|
| 1 Month | +4.59% | ||
| 3 Months | -25.97% | ||
| YTD | -8.80% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0900 | 0.9400 |
|---|---|---|
| 1M High / 1M Low: | 1.2200 | 0.9000 |
| 6M High / 6M Low: | 1.7000 | 0.9000 |
| High (YTD): | 4/29/2024 | 1.7000 |
| Low (YTD): | 7/23/2024 | 0.9000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.0220 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0273 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.2343 | |
| Avg. volume 6M: | 74.6063 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 124.84% | |
| Volatility 6M: | 91.78% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
