HSBC WAR. CALL 01/26 CHV/ DE000HS5RGU8 /
| 11/15/2024 1:36:42 PM | Chg.-0.0100 | Bid2:14:27 PM | Ask2:14:27 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1000EUR | -0.90% | 1.1100 Bid Size: 50,000 |
1.1500 Ask Size: 50,000 |
Chevron Corporation | 170.00 USD | 1/16/2026 | Call |
Master data
| WKN: | HS5RGU |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Chevron Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 170.00 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: | 13.48 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.07 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.18 |
| Parity: | -0.78 |
| Time value: | 1.14 |
| Break-even: | 172.85 |
| Moneyness: | 0.95 |
| Premium: | 0.12 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.02 |
| Spread %: | 1.79% |
| Delta: | 0.51 |
| Theta: | -0.02 |
| Omega: | 6.93 |
| Rho: | 0.79 |
Quote data
| Open: | 1.0800 |
|---|---|
| High: | 1.1000 |
| Low: | 1.0800 |
| Previous Close: | 1.1100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +18.28% | ||
|---|---|---|---|
| 1 Month | +64.18% | ||
| 3 Months | +54.93% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1100 | 0.8900 |
|---|---|---|
| 1M High / 1M Low: | 1.1100 | 0.6700 |
| 6M High / 6M Low: | 1.6400 | 0.4600 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9680 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8100 | |
| Avg. volume 1M: | 39.1304 | |
| Avg. price 6M: | 0.9492 | |
| Avg. volume 6M: | 16.7879 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 123.64% | |
| Volatility 6M: | 120.57% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
