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Soc. Generale Put 5.86 HSBA 20.09.../  DE000SW2GJA5  /

EUWAX
2024-06-06  8:58:18 AM Chg.-0.020 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.079EUR -20.20% -
Bid Size: -		 -
Ask Size: -		 HSBC Holdings PLC OR... 5.86 GBP 2024-09-20 Put
 

Master data

WKN: SW2GJA
Issuer: Société Générale
Currency: EUR
Underlying: HSBC Holdings PLC ORD $0.50 (UK REG)
Type: Warrant
Option type: Put
Strike price: 5.86 GBP
Maturity: 2024-09-20
Issue date: 2023-08-18
Last trading day: 2024-09-19
Ratio: 1:1.02
Exercise type: American
Quanto: No
Gearing: -75.42
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.25
Parity: -1.24
Time value: 0.11
Break-even: 6.79
Moneyness: 0.85
Premium: 0.16
Premium p.a.: 0.68
Spread abs.: 0.02
Spread %: 19.57%
Delta: -0.14
Theta: 0.00
Omega: -10.53
Rho: 0.00
 

Quote data

Open: 0.079
High: 0.079
Low: 0.079
Previous Close: 0.099
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.28%
1 Month
  -34.17%
3 Months
  -85.37%
YTD
  -85.09%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.099 0.071
1M High / 1M Low: 0.120 0.071
6M High / 6M Low: 0.750 0.071
High (YTD): 2024-01-17 0.750
Low (YTD): 2024-06-03 0.071
52W High: - -
52W Low: - -
Avg. price 1W:   0.080
Avg. volume 1W:   0.000
Avg. price 1M:   0.091
Avg. volume 1M:   0.000
Avg. price 6M:   0.414
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   247.09%
Volatility 6M:   156.93%
Volatility 1Y:   -
Volatility 3Y:   -