HSBC WAR. CALL 01/26 CHV/ DE000HS2FVL8 /
| 15/11/2024 19:36:31 | Chg.+0.0060 | Bid21:22:01 | Ask21:22:01 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1410EUR | +4.44% | 0.1420 Bid Size: 50,000 |
0.1620 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: | 97.87 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.09 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.18 |
| Parity: | -6.00 |
| Time value: | 0.16 |
| Break-even: | 215.25 |
| Moneyness: | 0.72 |
| Premium: | 0.40 |
| Premium p.a.: | 0.33 |
| Spread abs.: | 0.02 |
| Spread %: | 14.60% |
| Delta: | 0.11 |
| Theta: | -0.01 |
| Omega: | 10.47 |
| Rho: | 0.17 |
Quote data
| Open: | 0.1220 |
|---|---|
| High: | 0.1410 |
| Low: | 0.1220 |
| Previous Close: | 0.1350 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +22.61% | ||
|---|---|---|---|
| 1 Month | +78.48% | ||
| 3 Months | +33.02% | ||
| YTD | -69.35% | ||
| 1 Year | -67.21% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1350 | 0.1050 |
|---|---|---|
| 1M High / 1M Low: | 0.1350 | 0.0740 |
| 6M High / 6M Low: | 0.4000 | 0.0520 |
| High (YTD): | 29/04/2024 | 0.5500 |
| Low (YTD): | 26/09/2024 | 0.0520 |
| 52W High: | 29/04/2024 | 0.5500 |
| 52W Low: | 26/09/2024 | 0.0520 |
| Avg. price 1W: | 0.1166 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0960 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1677 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.2836 | |
| Avg. volume 1Y: | 12.3594 | |
| Volatility 1M: | 191.11% | |
| Volatility 6M: | 163.29% | |
| Volatility 1Y: | 129.97% | |
| Volatility 3Y: | - |
