HSBC WAR. CALL 01/26 CHV/ DE000HS5RGU8 /
6/24/2024 7:36:22 PM | Chg.+0.0900 | Bid8:35:07 PM | Ask8:35:07 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.3400EUR | +7.20% | 1.3400 Bid Size: 50,000 |
1.3500 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: | 12.01 |
Leverage: | Yes |
Calculated values
Fair value: | 1.10 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.20 |
Historic volatility: | 0.18 |
Parity: | -1.38 |
Time value: | 1.21 |
Break-even: | 171.16 |
Moneyness: | 0.91 |
Premium: | 0.18 |
Premium p.a.: | 0.11 |
Spread abs.: | 0.01 |
Spread %: | 0.83% |
Delta: | 0.49 |
Theta: | -0.02 |
Omega: | 5.93 |
Rho: | 0.93 |
Quote data
Open: | 1.2300 |
---|---|
High: | 1.3400 |
Low: | 1.2200 |
Previous Close: | 1.2500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +16.52% | ||
---|---|---|---|
1 Month | -3.60% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.2700 | 1.1100 |
---|---|---|
1M High / 1M Low: | 1.5200 | 1.1100 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.1840 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.2800 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 96.16% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |