HSBC WAR. CALL 01/26 CHV/ DE000HS2FVK0 /
| 2024-05-24 9:37:28 PM | Chg.+0.0100 | Bid9:58:22 PM | Ask9:58:22 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6400EUR | +1.59% | 0.6300 Bid Size: 50,000 |
0.6400 Ask Size: 50,000 |
Chevron Corporation | 200.00 USD | 2026-01-16 | Call |
Master data
| WKN: | HS2FVK |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Chevron Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 200.00 USD |
| Maturity: | 2026-01-16 |
| Issue date: | 2023-09-28 |
| Last trading day: | 2026-01-15 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 22.72 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.47 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.18 |
| Parity: | -3.90 |
| Time value: | 0.64 |
| Break-even: | 190.78 |
| Moneyness: | 0.79 |
| Premium: | 0.31 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.01 |
| Spread %: | 1.59% |
| Delta: | 0.30 |
| Theta: | -0.01 |
| Omega: | 6.80 |
| Rho: | 0.61 |
Quote data
| Open: | 0.6300 |
|---|---|
| High: | 0.6400 |
| Low: | 0.6300 |
| Previous Close: | 0.6300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -17.95% | ||
|---|---|---|---|
| 1 Month | -34.02% | ||
| 3 Months | -12.33% | ||
| YTD | -15.79% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7400 | 0.6300 |
|---|---|---|
| 1M High / 1M Low: | 0.9700 | 0.6300 |
| 6M High / 6M Low: | 0.9700 | 0.5100 |
| High (YTD): | 2024-04-29 | 0.9700 |
| Low (YTD): | 2024-01-23 | 0.5100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6720 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7790 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7175 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 79.91% | |
| Volatility 6M: | 81.69% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
