Soc. Generale Call 9 Geely Automobile Holdings Ltd. 21.06.2024
/ DE000SW3ZGF8
Soc. Generale Call 9 Geely Automo.../ DE000SW3ZGF8 /
| 2024-05-27 4:52:22 PM |
Chg.0.000 |
Bid5:10:55 PM |
Ask5:10:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
0.00% |
0.110
Bid Size: 60,000 |
0.130
Ask Size: 60,000 |
- |
9.00 HKD |
2024-06-21 |
Call |
Master data
| WKN: |
SW3ZGF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.00 HKD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.32 |
| Parity: |
0.11 |
| Time value: |
0.02 |
| Break-even: |
1.19 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
8.33% |
| Delta: |
0.82 |
| Theta: |
0.00 |
| Omega: |
7.37 |
| Rho: |
0.00 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.110 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
+9.09% |
| 3 Months |
|
|
+20.00% |
| YTD |
|
|
+9.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.110 |
| 1M High / 1M Low: |
0.180 |
0.110 |
| 6M High / 6M Low: |
0.180 |
0.049 |
| High (YTD): |
2024-05-20 |
0.180 |
| Low (YTD): |
2024-02-01 |
0.049 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.146 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.142 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.097 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
232.47% |
| Volatility 6M: |
|
182.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
