HSBC WAR. CALL 03/25 ADB/ DE000HS4P5M4 /
| 1/24/2025 9:36:44 PM | Chg.-0.0030 | Bid9:59:40 PM | Ask9:59:40 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0050EUR | -37.50% | 0.0030 Bid Size: 25,000 |
0.0230 Ask Size: 25,000 |
Adobe Inc | 700.00 USD | 3/21/2025 | Call |
Master data
| WKN: | HS4P5M |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Adobe Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 700.00 USD |
| Maturity: | 3/21/2025 |
| Issue date: | 2/8/2024 |
| Last trading day: | 3/20/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 1,803.72 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.00 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.49 |
| Historic volatility: | 0.34 |
| Parity: | -25.21 |
| Time value: | 0.02 |
| Break-even: | 667.23 |
| Moneyness: | 0.62 |
| Premium: | 0.61 |
| Premium p.a.: | 22.42 |
| Spread abs.: | 0.02 |
| Spread %: | 666.67% |
| Delta: | 0.01 |
| Theta: | -0.02 |
| Omega: | 16.47 |
| Rho: | 0.01 |
Quote data
| Open: | 0.0010 |
|---|---|
| High: | 0.0050 |
| Low: | 0.0010 |
| Previous Close: | 0.0080 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -80.00% | ||
|---|---|---|---|
| 1 Month | -92.54% | ||
| 3 Months | -98.08% | ||
| YTD | -86.84% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.0140 | 0.0050 |
|---|---|---|
| 1M High / 1M Low: | 0.0530 | 0.0050 |
| 6M High / 6M Low: | 2.3200 | 0.0050 |
| High (YTD): | 1/2/2025 | 0.0370 |
| Low (YTD): | 1/24/2025 | 0.0050 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0106 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0204 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7448 | |
| Avg. volume 6M: | 7.9365 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 570.39% | |
| Volatility 6M: | 343.09% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |