HSBC WAR. CALL 01/26 CHV/ DE000HS2FVL8 /
| 2024-08-01 9:35:43 AM | Chg.-0.0100 | Bid9:38:54 AM | Ask9:38:54 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2400EUR | -4.00% | 0.2400 Bid Size: 50,000 |
0.2700 Ask Size: 50,000 |
Chevron Corporation | 225.00 USD | 2026-01-16 | 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: | 2026-01-16 |
| Issue date: | 2023-09-28 |
| Last trading day: | 2026-01-15 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 61.47 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.15 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.18 |
| Parity: | -6.05 |
| Time value: | 0.24 |
| Break-even: | 210.43 |
| Moneyness: | 0.71 |
| Premium: | 0.43 |
| Premium p.a.: | 0.27 |
| Spread abs.: | 0.01 |
| Spread %: | 4.35% |
| Delta: | 0.14 |
| Theta: | -0.01 |
| Omega: | 8.83 |
| Rho: | 0.27 |
Quote data
| Open: | 0.2400 |
|---|---|
| High: | 0.2400 |
| Low: | 0.2400 |
| Previous Close: | 0.2500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.35% | ||
|---|---|---|---|
| 1 Month | -4.00% | ||
| 3 Months | -51.02% | ||
| YTD | -47.83% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2500 | 0.2000 |
|---|---|---|
| 1M High / 1M Low: | 0.2800 | 0.2000 |
| 6M High / 6M Low: | 0.5500 | 0.2000 |
| High (YTD): | 2024-04-29 | 0.5500 |
| Low (YTD): | 2024-07-29 | 0.2000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2300 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2304 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3462 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 131.15% | |
| Volatility 6M: | 102.43% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
