HSBC WAR. CALL 01/26 CHV/ DE000HS2FVL8 /
| 09/09/2024 19:35:33 | Chg.+0.0060 | Bid20:33:53 | Ask20:33:53 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0690EUR | +9.52% | 0.0660 Bid Size: 50,000 |
0.0800 Ask Size: 50,000 |
Chevron Corporation | 225.00 USD | 16/01/2026 | Call |
Master data
| WKN: | HS2FVL |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Chevron Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 225.00 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: | 164.45 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.02 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.18 |
| Parity: | -7.80 |
| Time value: | 0.08 |
| Break-even: | 203.71 |
| Moneyness: | 0.62 |
| Premium: | 0.63 |
| Premium p.a.: | 0.43 |
| Spread abs.: | 0.01 |
| Spread %: | 22.58% |
| Delta: | 0.06 |
| Theta: | 0.00 |
| Omega: | 9.86 |
| Rho: | 0.09 |
Quote data
| Open: | 0.0560 |
|---|---|
| High: | 0.0690 |
| Low: | 0.0560 |
| Previous Close: | 0.0630 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -23.33% | ||
|---|---|---|---|
| 1 Month | -40.52% | ||
| 3 Months | -75.36% | ||
| YTD | -85.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0900 | 0.0630 |
|---|---|---|
| 1M High / 1M Low: | 0.1160 | 0.0630 |
| 6M High / 6M Low: | 0.5500 | 0.0630 |
| High (YTD): | 29/04/2024 | 0.5500 |
| Low (YTD): | 06/09/2024 | 0.0630 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0780 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0938 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2874 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 128.36% | |
| Volatility 6M: | 117.96% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
