HSBC WAR. CALL 01/26 CHV/ DE000HS5RGT0 /
26/09/2024 08:00:34 | Chg.-0.0100 | Bid09:00:26 | Ask09:00:26 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.7600EUR | -1.30% | 0.7500 Bid Size: 50,000 |
0.7800 Ask Size: 50,000 |
Chevron Corporation | 160.00 USD | 16/01/2026 | 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: | 16/01/2026 |
Issue date: | 28/03/2024 |
Last trading day: | 15/01/2026 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 16.37 |
Leverage: | Yes |
Calculated values
Fair value: | 0.74 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.19 |
Historic volatility: | 0.18 |
Parity: | -1.44 |
Time value: | 0.79 |
Break-even: | 151.66 |
Moneyness: | 0.90 |
Premium: | 0.17 |
Premium p.a.: | 0.13 |
Spread abs.: | 0.01 |
Spread %: | 1.28% |
Delta: | 0.43 |
Theta: | -0.02 |
Omega: | 7.05 |
Rho: | 0.62 |
Quote data
Open: | 0.7600 |
---|---|
High: | 0.7600 |
Low: | 0.7600 |
Previous Close: | 0.7700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -12.64% | ||
---|---|---|---|
1 Month | -26.92% | ||
3 Months | -52.80% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.9100 | 0.7700 |
---|---|---|
1M High / 1M Low: | 1.0400 | 0.6600 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.8580 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.8352 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 129.41% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |