HSBC WAR. CALL 01/26 CHV/ DE000HS5RGS2 /
| 10/11/2024 7:35:20 PM | Chg.+0.0400 | Bid9:31:12 PM | Ask9:31:12 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.5300EUR | +2.68% | 1.5200 Bid Size: 50,000 |
1.5300 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: | 9.31 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.43 |
|---|---|
| Intrinsic value: | 0.06 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.18 |
| Parity: | 0.06 |
| Time value: | 1.42 |
| Break-even: | 151.99 |
| Moneyness: | 1.00 |
| Premium: | 0.10 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.01 |
| Spread %: | 0.68% |
| Delta: | 0.63 |
| Theta: | -0.02 |
| Omega: | 5.82 |
| Rho: | 0.90 |
Quote data
| Open: | 1.4400 |
|---|---|
| High: | 1.5300 |
| Low: | 1.4400 |
| Previous Close: | 1.4900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.68% | ||
|---|---|---|---|
| 1 Month | +62.77% | ||
| 3 Months | -20.31% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.5700 | 1.4100 |
|---|---|---|
| 1M High / 1M Low: | 1.5700 | 0.9400 |
| 6M High / 6M Low: | 2.8700 | 0.9300 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.4820 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2495 | |
| Avg. volume 1M: | 21.7273 | |
| Avg. price 6M: | 1.8626 | |
| Avg. volume 6M: | 3.6769 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 107.37% | |
| Volatility 6M: | 96.99% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
