Soc. Generale Call 5.86 HSBA 21.06.2024
/ DE000SW2BD45
Soc. Generale Call 5.86 HSBA 21.0.../ DE000SW2BD45 /
| 21/05/2024 21:49:56 |
Chg.+0.080 |
Bid21:56:13 |
Ask21:56:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.270EUR |
+6.72% |
-
Bid Size: - |
-
Ask Size: - |
HSBC Holdings PLC OR... |
5.86 GBP |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
16/08/2023 |
| Last trading day: |
20/06/2024 |
| 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: |
1.150 |
| High: |
1.370 |
| Low: |
1.130 |
| Previous Close: |
1.190 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.31% |
| 1 Month |
|
|
+51.19% |
| 3 Months |
|
|
+477.27% |
| YTD |
|
|
+95.38% |
| 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): |
14/05/2024 |
1.360 |
| Low (YTD): |
11/03/2024 |
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: |
|
- |
