Soc. Generale Call 340 Tencent Holdings Ltd 20.12.2024
/ DE000SW8JNS0
Soc. Generale Call 340 Tencent Ho.../ DE000SW8JNS0 /
| 12/07/2024 08:33:42 |
Chg.+0.120 |
Bid18:11:13 |
Ask18:11:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
+16.90% |
0.800
Bid Size: 15,000 |
0.850
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: |
5.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.31 |
| Parity: |
0.52 |
| Time value: |
0.25 |
| Break-even: |
47.77 |
| Moneyness: |
1.13 |
| Premium: |
0.05 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.32% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
4.44 |
| Rho: |
0.12 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.830 |
| Previous Close: |
0.710 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.90% |
| 1 Month |
|
|
+23.88% |
| 3 Months |
|
|
+186.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.660 |
| 1M High / 1M Low: |
0.810 |
0.570 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.690 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.701 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
