What is CHYM's derivative liabilities - fair value?

CHYM (CHYM) reported derivative liabilities - fair value of $121.14M in Q1 2026.

What does derivative liabilities - fair value mean?

This metric represents the total fair market value of all derivative contracts currently in a liability position for the institution. It reflects the potential cash outflow required if these contracts were settled at the current reporting date. Monitoring this value is essential for assessing the bank's exposure to market volatility and counterparty risk.

CHYM CHYM Derivative Liabilities - Fair Value

Derivative Liabilities - Fair Value at other companies

Bank of AmericaBAC

$38.7B+25.2%

JPMorgan ChaseJPM

——

SoFi Technologies, Inc.SOFI

——

Citizens Financial GroupCFG

——

First Citizens BancSharesFCNCA

——

Webster Financial CorporationWBS

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Other financials

Income statement

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Revenue$647.4M+24.8%

Gross profit$580.3M+26.6%

Operating income$46.2M+405%

Net income$53.5M+313%

EPS (diluted)$0.13—

Balance sheet

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Cash & equivalents$607.7M+91.0%

Total debt$132.7M—

Total equity$1.4B+176%

Total assets$2.0B—

Cash flow

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Operating cash flow$87.5M+440%

CapEx$6.6M+316%

Free cash flow$80.9M+396%

Valuation

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Market cap$6.71B—

Enterprise value$6.23B—

P/S2.9×—

Profitability

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Gross margin88.4%+0.6pp

Operating margin-43.3%-47.1pp

Net margin-41.9%-43.6pp

FCF margin6.1%—

Returns & leverage

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Return on equity415.5%—

Debt / equity0.1×—

Current ratio5.1×—

Where this comes from

Reported directly by CHYM in its filing.

Tagged under the XBRL concept us-gaap:DerivativeLiabilitiesCurrent.

The official record: CHYM’s 10-Q, filed May 7, 2026, on SEC EDGAR. View the filing →

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Questions, answered.

What is CHYM's derivative liabilities - fair value?: CHYM (CHYM) reported derivative liabilities - fair value of $121.14M in Q1 2026.
What does derivative liabilities - fair value mean?: This metric represents the total fair market value of all derivative contracts currently in a liability position for the institution. It reflects the potential cash outflow required if these contracts were settled at the current reporting date. Monitoring this value is essential for assessing the bank's exposure to market volatility and counterparty risk.