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

EUWAX
16/05/2024  08:57:10 Chg.- Bid09:12:49 Ask09:12:49 Underlying Strike price Expiration date Option type
0.082EUR - 0.100
Bid Size: 60,000		 0.120
Ask Size: 60,000		 HSBC Holdings PLC OR... 5.86 GBP 20/09/2024 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: 20/09/2024
Issue date: 18/08/2023
Last trading day: 19/09/2024
Ratio: 1:1.02
Exercise type: American
Quanto: No
Gearing: -64.14
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.26
Parity: -1.34
Time value: 0.13
Break-even: 6.71
Moneyness: 0.84
Premium: 0.18
Premium p.a.: 0.60
Spread abs.: 0.02
Spread %: 18.18%
Delta: -0.14
Theta: 0.00
Omega: -9.18
Rho: 0.00
 

Quote data

Open: 0.082
High: 0.082
Low: 0.082
Previous Close: 0.081
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.77%
1 Month
  -75.88%
3 Months
  -83.27%
YTD
  -84.53%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.081
1M High / 1M Low: 0.340 0.081
6M High / 6M Low: 0.750 0.081
High (YTD): 17/01/2024 0.750
Low (YTD): 15/05/2024 0.081
52W High: - -
52W Low: - -
Avg. price 1W:   0.093
Avg. volume 1W:   0.000
Avg. price 1M:   0.178
Avg. volume 1M:   0.000
Avg. price 6M:   0.483
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   153.13%
Volatility 6M:   129.93%
Volatility 1Y:   -
Volatility 3Y:   -