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Soc. Generale Call 6.83 HSBA 21.0.../  DE000SW13RD2  /

Frankfurt Zert./SG
2024-06-04  6:00:56 PM Chg.-0.040 Bid6:05:23 PM Ask6:05:23 PM Underlying Strike price Expiration date Option type
0.180EUR -18.18% 0.170
Bid Size: 10,000		 0.250
Ask Size: 10,000		 HSBC Holdings PLC OR... 6.83 GBP 2024-06-21 Call
 

Master data

WKN: SW13RD
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: 2024-06-21
Issue date: 2023-08-10
Last trading day: 2024-06-20
Ratio: 1:1.02
Exercise type: American
Quanto: No
Gearing: 30.19
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.24
Implied volatility: 0.16
Historic volatility: 0.25
Parity: 0.24
Time value: 0.04
Break-even: 8.30
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 7.69%
Delta: 0.82
Theta: 0.00
Omega: 24.64
Rho: 0.00
 

Quote data

Open: 0.210
High: 0.240
Low: 0.180
Previous Close: 0.220
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month
  -35.71%
3 Months  
+300.00%
YTD  
+12.50%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.190
1M High / 1M Low: 0.410 0.190
6M High / 6M Low: 0.410 0.036
High (YTD): 2024-05-14 0.410
Low (YTD): 2024-03-05 0.036
52W High: - -
52W Low: - -
Avg. price 1W:   0.218
Avg. volume 1W:   0.000
Avg. price 1M:   0.290
Avg. volume 1M:   0.000
Avg. price 6M:   0.132
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   235.80%
Volatility 6M:   243.16%
Volatility 1Y:   -
Volatility 3Y:   -