Soc. Generale Call 340 Tencent Holdings Ltd 20.12.2024
/ DE000SW8JNS0
Soc. Generale Call 340 Tencent Ho.../ DE000SW8JNS0 /
| 08/11/2024 10:22:58 |
Chg.-0.110 |
Bid15:33:50 |
Ask15:33:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
-11.58% |
0.820
Bid Size: 15,000 |
1.110
Ask Size: 15,000 |
- |
340.00 HKD |
20/12/2024 |
Call |
Master data
| WKN: |
SW8JNS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 HKD |
| Maturity: |
20/12/2024 |
| Issue date: |
04/04/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.35 |
| Parity: |
1.15 |
| Time value: |
0.11 |
| Break-even: |
53.10 |
| Moneyness: |
1.28 |
| Premium: |
0.02 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.08 |
| Spread %: |
6.78% |
| Delta: |
0.87 |
| Theta: |
-0.04 |
| Omega: |
3.59 |
| Rho: |
0.04 |
Quote data
| Open: |
0.840 |
| High: |
0.840 |
| Low: |
0.840 |
| Previous Close: |
0.950 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.29% |
| 1 Month |
|
|
-31.15% |
| 3 Months |
|
|
+47.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.930 |
| 1M High / 1M Low: |
1.220 |
0.860 |
| 6M High / 6M Low: |
1.700 |
0.420 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.972 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.039 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.753 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.04% |
| Volatility 6M: |
|
156.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
