Soc. Generale Call 7.5 Geely Automobile Holdings Ltd. 21.06.2024
/ DE000SU5M8N1
Soc. Generale Call 7.5 Geely Auto.../ DE000SU5M8N1 /
| 2024-06-05 9:41:29 PM |
Chg.+0.230 |
Bid9:59:19 PM |
Ask9:59:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.550EUR |
+9.91% |
2.580
Bid Size: 5,000 |
3.030
Ask Size: 5,000 |
- |
7.50 HKD |
2024-06-21 |
Call |
Master data
| WKN: |
SU5M8N |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.50 HKD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-12 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:10 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.66 |
| Intrinsic value: |
2.65 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.31 |
| Parity: |
2.65 |
| Time value: |
0.03 |
| Break-even: |
1.15 |
| Moneyness: |
1.30 |
| Premium: |
0.00 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.17 |
| Spread %: |
6.77% |
| Delta: |
0.97 |
| Theta: |
0.00 |
| Omega: |
4.16 |
| Rho: |
0.00 |
Quote data
| Open: |
2.670 |
| High: |
2.670 |
| Low: |
2.490 |
| Previous Close: |
2.320 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.16% |
| 1 Month |
|
|
-12.07% |
| 3 Months |
|
|
+63.46% |
| YTD |
|
|
+30.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.580 |
2.200 |
| 1M High / 1M Low: |
3.430 |
2.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-20 |
3.430 |
| Low (YTD): |
2024-02-01 |
1.000 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.386 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.766 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
