Soc. Generale Call 11.5 Geely Automobile Holdings Ltd. 20.09.2024
/ DE000SW8WLV1
Soc. Generale Call 11.5 Geely Aut.../ DE000SW8WLV1 /
| 27/05/2024 13:23:10 |
Chg.-0.001 |
Bid13:24:36 |
Ask13:24:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.064EUR |
-1.54% |
0.063
Bid Size: 150,000 |
0.073
Ask Size: 150,000 |
- |
11.50 HKD |
20/09/2024 |
Call |
Master data
| WKN: |
SW8WLV |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.50 HKD |
| Maturity: |
20/09/2024 |
| Issue date: |
11/04/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.32 |
| Parity: |
-0.18 |
| Time value: |
0.07 |
| Break-even: |
1.43 |
| Moneyness: |
0.87 |
| Premium: |
0.22 |
| Premium p.a.: |
0.86 |
| Spread abs.: |
0.01 |
| Spread %: |
15.63% |
| Delta: |
0.37 |
| Theta: |
0.00 |
| Omega: |
5.91 |
| Rho: |
0.00 |
Quote data
| Open: |
0.065 |
| High: |
0.066 |
| Low: |
0.061 |
| Previous Close: |
0.065 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.00% |
| 1 Month |
|
|
-4.48% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.065 |
| 1M High / 1M Low: |
0.100 |
0.065 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.081 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.082 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
