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Soc. Generale Call 7.81 HSBA 21.0.../  DE000SW13RE0  /

EUWAX
16/05/2024  08:53:58 Chg.- Bid09:36:51 Ask09:36:51 Underlying Strike price Expiration date Option type
0.022EUR - 0.021
Bid Size: 50,000		 0.040
Ask Size: 50,000		 HSBC Holdings PLC OR... 7.81 GBP 21/06/2024 Call
 

Master data

WKN: SW13RE
Issuer: Société Générale
Currency: EUR
Underlying: HSBC Holdings PLC ORD $0.50 (UK REG)
Type: Warrant
Option type: Call
Strike price: 7.81 GBP
Maturity: 21/06/2024
Issue date: 10/08/2023
Last trading day: 20/06/2024
Ratio: 1:1.02
Exercise type: American
Quanto: No
Gearing: 219.42
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.26
Parity: -0.99
Time value: 0.04
Break-even: 9.14
Moneyness: 0.89
Premium: 0.12
Premium p.a.: 2.35
Spread abs.: 0.02
Spread %: 100.00%
Delta: 0.11
Theta: 0.00
Omega: 24.74
Rho: 0.00
 

Quote data

Open: 0.022
High: 0.022
Low: 0.022
Previous Close: 0.029
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month  
+29.41%
3 Months
  -18.52%
YTD
  -54.17%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.034 0.020
1M High / 1M Low: 0.037 0.017
6M High / 6M Low: 0.057 0.011
High (YTD): 08/01/2024 0.057
Low (YTD): 05/03/2024 0.011
52W High: - -
52W Low: - -
Avg. price 1W:   0.025
Avg. volume 1W:   0.000
Avg. price 1M:   0.027
Avg. volume 1M:   0.000
Avg. price 6M:   0.028
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   463.32%
Volatility 6M:   300.42%
Volatility 1Y:   -
Volatility 3Y:   -