Soc. Generale Call 5.86 HSBA 20.12.2024
/ DE000SU798C0
Soc. Generale Call 5.86 HSBA 20.1.../ DE000SU798C0 /
| 2024-06-14 8:14:48 AM |
Chg.-0.07 |
Bid11:39:37 AM |
Ask11:39:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.28EUR |
-5.19% |
1.34
Bid Size: 25,000 |
1.36
Ask Size: 25,000 |
HSBC Holdings PLC OR... |
5.86 GBP |
2024-12-20 |
Call |
Master data
| WKN: |
SU798C |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HSBC Holdings PLC ORD $0.50 (UK REG) |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.86 GBP |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1.02 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.25 |
| Parity: |
1.11 |
| Time value: |
0.23 |
| Break-even: |
8.27 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.52% |
| Delta: |
0.87 |
| Theta: |
0.00 |
| Omega: |
5.32 |
| Rho: |
0.03 |
Quote data
| Open: |
1.28 |
| High: |
1.28 |
| Low: |
1.28 |
| Previous Close: |
1.35 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.93% |
| 1 Month |
|
|
-17.95% |
| 3 Months |
|
|
+146.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.55 |
1.31 |
| 1M High / 1M Low: |
1.65 |
1.31 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
