Soc. Generale Call 8 Geely Automobile Holdings Ltd. 21.06.2024
/ DE000SU24TW9
Soc. Generale Call 8 Geely Automo.../ DE000SU24TW9 /
| 5/23/2024 8:49:39 AM |
Chg.-0.38 |
Bid4:54:07 PM |
Ask4:54:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.35EUR |
-13.92% |
2.15
Bid Size: 5,000 |
2.58
Ask Size: 5,000 |
- |
8.00 HKD |
6/21/2024 |
Call |
Master data
| WKN: |
SU24TW |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.00 HKD |
| Maturity: |
6/21/2024 |
| Issue date: |
12/4/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
1:10 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.76 |
| Intrinsic value: |
2.73 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.31 |
| Parity: |
2.73 |
| Time value: |
0.22 |
| Break-even: |
1.24 |
| Moneyness: |
1.29 |
| Premium: |
0.02 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.28 |
| Spread %: |
10.49% |
| Delta: |
0.88 |
| Theta: |
0.00 |
| Omega: |
3.65 |
| Rho: |
0.00 |
Quote data
| Open: |
2.35 |
| High: |
2.35 |
| Low: |
2.35 |
| Previous Close: |
2.73 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.86% |
| 1 Month |
|
|
+60.96% |
| 3 Months |
|
|
+85.04% |
| YTD |
|
|
+40.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.92 |
2.44 |
| 1M High / 1M Low: |
2.92 |
1.46 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
5/20/2024 |
2.92 |
| Low (YTD): |
2/1/2024 |
0.79 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
