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Soc. Generale Call 6.83 HSBA 20.0.../  DE000SU13ZL2  /

EUWAX
2024-06-14  10:09:01 AM Chg.-0.020 Bid12:59:08 PM Ask12:59:08 PM Underlying Strike price Expiration date Option type
0.350EUR -5.41% 0.350
Bid Size: 40,000		 0.370
Ask Size: 40,000		 HSBC Holdings PLC OR... 6.83 GBP 2024-09-20 Call
 

Master data

WKN: SU13ZL
Issuer: Société Générale
Currency: EUR
Underlying: HSBC Holdings PLC ORD $0.50 (UK REG)
Type: Warrant
Option type: Call
Strike price: 6.83 GBP
Maturity: 2024-09-20
Issue date: 2023-11-13
Last trading day: 2024-09-19
Ratio: 1:1.02
Exercise type: American
Quanto: No
Gearing: 22.90
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.25
Parity: -0.07
Time value: 0.36
Break-even: 8.47
Moneyness: 0.99
Premium: 0.05
Premium p.a.: 0.21
Spread abs.: 0.02
Spread %: 5.88%
Delta: 0.53
Theta: 0.00
Omega: 12.05
Rho: 0.01
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.370
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.22%
1 Month
  -46.15%
3 Months  
+257.14%
YTD  
+52.17%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.370
1M High / 1M Low: 0.670 0.370
6M High / 6M Low: 0.670 0.083
High (YTD): 2024-05-15 0.670
Low (YTD): 2024-02-22 0.083
52W High: - -
52W Low: - -
Avg. price 1W:   0.440
Avg. volume 1W:   0.000
Avg. price 1M:   0.505
Avg. volume 1M:   0.000
Avg. price 6M:   0.256
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   138.18%
Volatility 6M:   192.98%
Volatility 1Y:   -
Volatility 3Y:   -