HSBC WAR. CALL 01/26 CHV/ DE000HS5RGS2 /
| 7/9/2024 9:36:11 AM | Chg.+0.0200 | Bid11:31:56 AM | Ask11:31:56 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.8800EUR | +1.08% | 1.8700 Bid Size: 50,000 |
1.9000 Ask Size: 50,000 |
Chevron Corporation | 150.00 USD | 1/16/2026 | Call |
Master data
| WKN: | HS5RGS |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Chevron Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 USD |
| Maturity: | 1/16/2026 |
| Issue date: | 3/28/2024 |
| Last trading day: | 1/15/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.58 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.87 |
|---|---|
| Intrinsic value: | 0.40 |
| Implied volatility: | 0.18 |
| Historic volatility: | 0.18 |
| Parity: | 0.40 |
| Time value: | 1.48 |
| Break-even: | 157.30 |
| Moneyness: | 1.03 |
| Premium: | 0.10 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.01 |
| Spread %: | 0.53% |
| Delta: | 0.69 |
| Theta: | -0.02 |
| Omega: | 5.20 |
| Rho: | 1.20 |
Quote data
| Open: | 1.8800 |
|---|---|
| High: | 1.8800 |
| Low: | 1.8800 |
| Previous Close: | 1.8600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.29% | ||
|---|---|---|---|
| 1 Month | -11.74% | ||
| 3 Months | -25.69% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.1300 | 1.8600 |
|---|---|---|
| 1M High / 1M Low: | 2.2400 | 1.8600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.9960 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.0305 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 81.64% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
