Soc. Generale Call 8.5 Geely Automobile Holdings Ltd. 20.12.2024
/ DE000SW86KZ6
Soc. Generale Call 8.5 Geely Auto.../ DE000SW86KZ6 /
| 20/09/2024 21:37:24 |
Chg.+0.060 |
Bid20/09/2024 |
Ask20/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
+40.00% |
0.210
Bid Size: 60,000 |
0.220
Ask Size: 60,000 |
- |
8.50 HKD |
20/12/2024 |
Call |
Master data
| WKN: |
SW86KZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.50 HKD |
| Maturity: |
20/12/2024 |
| Issue date: |
18/04/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.32 |
| Parity: |
0.16 |
| Time value: |
0.06 |
| Break-even: |
1.20 |
| Moneyness: |
1.16 |
| Premium: |
0.05 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
4.76% |
| Delta: |
0.76 |
| Theta: |
0.00 |
| Omega: |
3.94 |
| Rho: |
0.00 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.150 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+61.54% |
| 1 Month |
|
|
+218.18% |
| 3 Months |
|
|
+23.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.120 |
| 1M High / 1M Low: |
0.210 |
0.066 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.148 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.118 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
219.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
