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Soc. Generale Call 5.86 HSBA 21.0.../  DE000SW2BD45  /

Frankfurt Zert./SG
2024-05-22  8:22:15 AM Chg.-0.070 Bid8:34:19 AM Ask8:34:19 AM Underlying Strike price Expiration date Option type
1.200EUR -5.51% 1.180
Bid Size: 2,600		 1.520
Ask Size: 2,600		 HSBC Holdings PLC OR... 5.86 GBP 2024-06-21 Call
 

Master data

WKN: SW2BD4
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: 2024-06-21
Issue date: 2023-08-16
Last trading day: 2024-06-20
Ratio: 1:1.02
Exercise type: American
Quanto: No
Gearing: 6.25
Leverage: Yes

Calculated values

Fair value: 1.32
Intrinsic value: 1.29
Implied volatility: 0.34
Historic volatility: 0.26
Parity: 1.29
Time value: 0.04
Break-even: 8.16
Moneyness: 1.18
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 1.53%
Delta: 0.96
Theta: 0.00
Omega: 6.02
Rho: 0.01
 

Quote data

Open: 1.200
High: 1.200
Low: 1.200
Previous Close: 1.270
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month  
+42.86%
3 Months  
+445.45%
YTD  
+84.62%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.300 1.190
1M High / 1M Low: 1.360 0.790
6M High / 6M Low: 1.360 0.210
High (YTD): 2024-05-14 1.360
Low (YTD): 2024-03-11 0.210
52W High: - -
52W Low: - -
Avg. price 1W:   1.252
Avg. volume 1W:   0.000
Avg. price 1M:   1.113
Avg. volume 1M:   0.000
Avg. price 6M:   0.566
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   103.88%
Volatility 6M:   189.31%
Volatility 1Y:   -
Volatility 3Y:   -