HSBC WAR. CALL 01/26 CHV/ DE000HS2FVK0 /
| 09/07/2024 21:35:26 | Chg.0.0000 | Bid21:58:53 | Ask21:58:53 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4500EUR | 0.00% | 0.4200 Bid Size: 50,000 |
0.4300 Ask Size: 50,000 |
Chevron Corporation | 200.00 USD | 16/01/2026 | Call |
Master data
| WKN: | HS2FVK |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Chevron Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 200.00 USD |
| Maturity: | 16/01/2026 |
| Issue date: | 28/09/2023 |
| Last trading day: | 15/01/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 31.67 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.34 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.18 |
| Parity: | -4.22 |
| Time value: | 0.45 |
| Break-even: | 189.16 |
| Moneyness: | 0.77 |
| Premium: | 0.33 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.01 |
| Spread %: | 2.27% |
| Delta: | 0.24 |
| Theta: | -0.01 |
| Omega: | 7.68 |
| Rho: | 0.46 |
Quote data
| Open: | 0.4500 |
|---|---|
| High: | 0.4500 |
| Low: | 0.4400 |
| Previous Close: | 0.4500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -11.76% | ||
|---|---|---|---|
| 1 Month | -22.41% | ||
| 3 Months | -45.12% | ||
| YTD | -40.79% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5300 | 0.4500 |
|---|---|---|
| 1M High / 1M Low: | 0.6000 | 0.4500 |
| 6M High / 6M Low: | 0.9700 | 0.4500 |
| High (YTD): | 29/04/2024 | 0.9700 |
| Low (YTD): | 08/07/2024 | 0.4500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4900 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5157 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6735 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 106.20% | |
| Volatility 6M: | 90.74% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
