HSBC WAR. CALL 01/26 CHV/ DE000HS5RGT0 /
2024-05-24 9:36:24 PM | Chg.+0.0200 | Bid9:59:16 PM | Ask9:59:16 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.7700EUR | +1.14% | 1.7700 Bid Size: 50,000 |
1.7800 Ask Size: 50,000 |
Chevron Corporation | 160.00 USD | 2026-01-16 | Call |
Master data
WKN: | HS5RGT |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | Chevron Corporation |
Type: | Warrant |
Option type: | Call |
Strike price: | 160.00 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: | 8.17 |
Leverage: | Yes |
Calculated values
Fair value: | 1.68 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.19 |
Historic volatility: | 0.18 |
Parity: | -0.21 |
Time value: | 1.78 |
Break-even: | 165.31 |
Moneyness: | 0.99 |
Premium: | 0.14 |
Premium p.a.: | 0.08 |
Spread abs.: | 0.01 |
Spread %: | 0.57% |
Delta: | 0.63 |
Theta: | -0.02 |
Omega: | 5.11 |
Rho: | 1.20 |
Quote data
Open: | 1.7500 |
---|---|
High: | 1.8100 |
Low: | 1.7500 |
Previous Close: | 1.7500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -14.08% | ||
---|---|---|---|
1 Month | -24.36% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.9700 | 1.7500 |
---|---|---|
1M High / 1M Low: | 2.3400 | 1.7500 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.8320 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.0245 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 67.45% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |