Soc. Generale Call 340 Tencent Holdings Ltd 20.12.2024
/ DE000SW8JNS0
Soc. Generale Call 340 Tencent Ho.../ DE000SW8JNS0 /
30/08/2024 08:34:49 |
Chg.+0.070 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
0.640EUR |
+12.28% |
- Bid Size: - |
- Ask Size: - |
- |
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: |
7.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.60 |
Intrinsic value: |
0.45 |
Implied volatility: |
0.30 |
Historic volatility: |
0.31 |
Parity: |
0.45 |
Time value: |
0.14 |
Break-even: |
45.37 |
Moneyness: |
1.11 |
Premium: |
0.03 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.01 |
Spread %: |
1.72% |
Delta: |
0.79 |
Theta: |
-0.01 |
Omega: |
5.89 |
Rho: |
0.09 |
Quote data
Open: |
0.640 |
High: |
0.640 |
Low: |
0.640 |
Previous Close: |
0.570 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+12.28% |
1 Month |
|
|
+23.08% |
3 Months |
|
|
+8.47% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.640 |
0.540 |
1M High / 1M Low: |
0.640 |
0.430 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.592 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.549 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
129.94% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |