Soc. Generale Call 7.5 Geely Automobile Holdings Ltd. 20.09.2024
/ DE000SU5M8P6
Soc. Generale Call 7.5 Geely Auto.../ DE000SU5M8P6 /
2024-06-17 7:00:00 PM |
Chg.+0.050 |
Bid7:07:27 PM |
Ask7:07:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.980EUR |
+2.59% |
2.000 Bid Size: 6,000 |
2.180 Ask Size: 6,000 |
- |
7.50 HKD |
2024-09-20 |
Call |
Master data
WKN: |
SU5M8P |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
7.50 HKD |
Maturity: |
2024-09-20 |
Issue date: |
2023-12-12 |
Last trading day: |
2024-09-19 |
Ratio: |
1:10 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.73 |
Intrinsic value: |
1.53 |
Implied volatility: |
0.55 |
Historic volatility: |
0.32 |
Parity: |
1.53 |
Time value: |
0.54 |
Break-even: |
1.10 |
Moneyness: |
1.17 |
Premium: |
0.05 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.06 |
Spread %: |
2.99% |
Delta: |
0.77 |
Theta: |
0.00 |
Omega: |
3.90 |
Rho: |
0.00 |
Quote data
Open: |
2.050 |
High: |
2.050 |
Low: |
1.960 |
Previous Close: |
1.930 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-24.14% |
1 Month |
|
|
-40.00% |
3 Months |
|
|
-8.33% |
YTD |
|
|
-10.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.610 |
1.930 |
1M High / 1M Low: |
3.650 |
1.930 |
6M High / 6M Low: |
3.650 |
1.300 |
High (YTD): |
2024-05-20 |
3.650 |
Low (YTD): |
2024-02-01 |
1.300 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.210 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.767 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.259 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
105.45% |
Volatility 6M: |
|
116.28% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |