Soc. Generale Call 10.5 Geely Automobile Holdings Ltd. 21.03.2025
/ DE000SW8JNN1
Soc. Generale Call 10.5 Geely Aut.../ DE000SW8JNN1 /
06/09/2024 21:36:14 |
Chg.-0.012 |
Bid21:36:19 |
Ask21:36:19 |
Underlying |
Strike price |
Expiration date |
Option type |
0.067EUR |
-15.19% |
0.066 Bid Size: 150,000 |
0.076 Ask Size: 150,000 |
- |
10.50 HKD |
21/03/2025 |
Call |
Master data
WKN: |
SW8JNN |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
10.50 HKD |
Maturity: |
21/03/2025 |
Issue date: |
04/04/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.32 |
Parity: |
-0.19 |
Time value: |
0.09 |
Break-even: |
1.30 |
Moneyness: |
0.85 |
Premium: |
0.27 |
Premium p.a.: |
0.55 |
Spread abs.: |
0.01 |
Spread %: |
12.66% |
Delta: |
0.41 |
Theta: |
0.00 |
Omega: |
4.72 |
Rho: |
0.00 |
Quote data
Open: |
0.077 |
High: |
0.077 |
Low: |
0.066 |
Previous Close: |
0.079 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-9.46% |
1 Month |
|
|
+45.65% |
3 Months |
|
|
-60.59% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.085 |
0.074 |
1M High / 1M Low: |
0.085 |
0.044 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.079 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.059 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
117.64% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |