HSBC WAR. CALL 01/26 CHV/ DE000HS2FVM6 /
| 8/29/2024 8:02:27 AM | Chg.- | Bid9:05:13 AM | Ask8:44:22 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0200EUR | - | - Bid Size: 50,000 |
- Ask Size: 50,000 |
CHEVRON CORP. D... | 250.00 - | 1/16/2026 | Call |
Master data
| WKN: | HS2FVM |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | CHEVRON CORP. DL-,75 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 250.00 - |
| Maturity: | 1/16/2026 |
| Issue date: | 9/28/2023 |
| Last trading day: | 8/29/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 255.06 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.00 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.18 |
| Parity: | -12.50 |
| Time value: | 0.05 |
| Break-even: | 250.49 |
| Moneyness: | 0.50 |
| Premium: | 1.00 |
| Premium p.a.: | 0.67 |
| Spread abs.: | 0.03 |
| Spread %: | 145.00% |
| Delta: | 0.03 |
| Theta: | 0.00 |
| Omega: | 8.71 |
| Rho: | 0.05 |
Quote data
| Open: | 0.0200 |
|---|---|
| High: | 0.0200 |
| Low: | 0.0200 |
| Previous Close: | 0.0280 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -56.52% | ||
| 3 Months | -84.96% | ||
| YTD | -92.59% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 0.0460 | 0.0200 |
| 6M High / 6M Low: | 0.3000 | 0.0200 |
| High (YTD): | 4/29/2024 | 0.3000 |
| Low (YTD): | 8/29/2024 | 0.0200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 0.0369 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1491 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 188.16% | |
| Volatility 6M: | 154.25% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
