HSBC WAR. CALL 01/26 CHV/ DE000HS5RGU8 /
2024-09-26 9:35:45 AM | Chg.-0.0100 | Bid10:51:15 AM | Ask10:51:15 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5300EUR | -1.85% | 0.5100 Bid Size: 50,000 |
0.5400 Ask Size: 50,000 |
Chevron Corporation | 170.00 USD | 2026-01-16 | 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: | 2026-01-16 |
Issue date: | 2024-03-28 |
Last trading day: | 2026-01-15 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 23.52 |
Leverage: | Yes |
Calculated values
Fair value: | 0.49 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.19 |
Historic volatility: | 0.18 |
Parity: | -2.34 |
Time value: | 0.55 |
Break-even: | 158.24 |
Moneyness: | 0.85 |
Premium: | 0.22 |
Premium p.a.: | 0.17 |
Spread abs.: | 0.01 |
Spread %: | 1.85% |
Delta: | 0.33 |
Theta: | -0.01 |
Omega: | 7.73 |
Rho: | 0.48 |
Quote data
Open: | 0.5300 |
---|---|
High: | 0.5300 |
Low: | 0.5300 |
Previous Close: | 0.5400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -13.11% | ||
---|---|---|---|
1 Month | -29.33% | ||
3 Months | -57.26% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.6400 | 0.5400 |
---|---|---|
1M High / 1M Low: | 0.7500 | 0.4600 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.6020 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.5904 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 135.17% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |