Soc. Generale Call 12 Geely Automobile Holdings Ltd. 21.03.2025
/ DE000SW9ZGY6
Soc. Generale Call 12 Geely Autom.../ DE000SW9ZGY6 /
| 6/20/2024 9:36:07 PM |
Chg.-0.006 |
Bid6/20/2024 |
Ask6/20/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
-6.25% |
0.090
Bid Size: 150,000 |
0.100
Ask Size: 150,000 |
- |
12.00 HKD |
3/21/2025 |
Call |
Master data
| WKN: |
SW9ZGY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 HKD |
| Maturity: |
3/21/2025 |
| Issue date: |
5/7/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.32 |
| Parity: |
-0.34 |
| Time value: |
0.11 |
| Break-even: |
1.54 |
| Moneyness: |
0.76 |
| Premium: |
0.41 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.01 |
| Spread %: |
14.58% |
| Delta: |
0.39 |
| Theta: |
0.00 |
| Omega: |
3.86 |
| Rho: |
0.00 |
Quote data
| Open: |
0.090 |
| High: |
0.090 |
| Low: |
0.089 |
| Previous Close: |
0.096 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.76% |
| 1 Month |
|
|
-43.75% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.096 |
0.082 |
| 1M High / 1M Low: |
0.160 |
0.082 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.087 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.115 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
