Soc. Generale Call 300 Tencent Holdings Ltd 20.12.2024
/ DE000SW8JNQ4
Soc. Generale Call 300 Tencent Ho.../ DE000SW8JNQ4 /
9/18/2024 5:44:06 PM |
Chg.-0.040 |
Bid9/18/2024 |
Ask9/18/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.910EUR |
-4.21% |
0.910 Bid Size: 15,000 |
0.990 Ask Size: 15,000 |
- |
300.00 HKD |
12/20/2024 |
Call |
Master data
WKN: |
SW8JNQ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
300.00 HKD |
Maturity: |
12/20/2024 |
Issue date: |
4/4/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.95 |
Intrinsic value: |
0.90 |
Implied volatility: |
0.46 |
Historic volatility: |
0.31 |
Parity: |
0.90 |
Time value: |
0.10 |
Break-even: |
44.63 |
Moneyness: |
1.26 |
Premium: |
0.02 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
1.01% |
Delta: |
0.88 |
Theta: |
-0.01 |
Omega: |
3.82 |
Rho: |
0.07 |
Quote data
Open: |
0.990 |
High: |
0.990 |
Low: |
0.910 |
Previous Close: |
0.950 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+3.41% |
1 Month |
|
|
+1.11% |
3 Months |
|
|
-14.95% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.950 |
0.870 |
1M High / 1M Low: |
0.950 |
0.810 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.898 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.898 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
96.48% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |