Soc. Generale Put 6.83 HSBA 20.12.2024
/ DE000SW9N9Z4
Soc. Generale Put 6.83 HSBA 20.12.../ DE000SW9N9Z4 /
2024-06-03 2:34:01 PM |
Chg.+0.020 |
Bid2:58:21 PM |
Ask2:58:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.520EUR |
+4.00% |
0.520 Bid Size: 50,000 |
0.540 Ask Size: 50,000 |
HSBC Holdings PLC OR... |
6.83 GBP |
2024-12-20 |
Put |
Master data
WKN: |
SW9N9Z |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
HSBC Holdings PLC ORD $0.50 (UK REG) |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
6.83 GBP |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-29 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1.02 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-15.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.46 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.25 |
Parity: |
-0.17 |
Time value: |
0.53 |
Break-even: |
7.50 |
Moneyness: |
0.98 |
Premium: |
0.08 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.02 |
Spread %: |
3.92% |
Delta: |
-0.38 |
Theta: |
0.00 |
Omega: |
-6.04 |
Rho: |
-0.02 |
Quote data
Open: |
0.470 |
High: |
0.520 |
Low: |
0.470 |
Previous Close: |
0.500 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+1.96% |
1 Month |
|
|
-16.13% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.550 |
0.500 |
1M High / 1M Low: |
0.620 |
0.490 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.524 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.532 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
76.23% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |