HSBC WAR. CALL 01/26 CHV/ DE000HS5RGS2 /
| 06/09/2024 21:36:41 | Chg.-0.1200 | Bid21:58:25 | Ask21:58:25 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9400EUR | -11.32% | 0.9500 Bid Size: 50,000 |
0.9600 Ask Size: 50,000 |
Chevron Corporation | 150.00 USD | 16/01/2026 | 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: | 16/01/2026 |
| Issue date: | 28/03/2024 |
| Last trading day: | 15/01/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 13.02 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.89 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.18 |
| Parity: | -1.03 |
| Time value: | 0.96 |
| Break-even: | 144.91 |
| Moneyness: | 0.92 |
| Premium: | 0.16 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.01 |
| Spread %: | 1.05% |
| Delta: | 0.49 |
| Theta: | -0.02 |
| Omega: | 6.38 |
| Rho: | 0.70 |
Quote data
| Open: | 1.0500 |
|---|---|
| High: | 1.0700 |
| Low: | 0.9400 |
| Previous Close: | 1.0600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -31.88% | ||
|---|---|---|---|
| 1 Month | -28.24% | ||
| 3 Months | -55.87% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3800 | 0.9400 |
|---|---|---|
| 1M High / 1M Low: | 1.4000 | 0.9400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1440 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2662 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 94.34% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
