Soc. Generale Call 7.5 Geely Automobile Holdings Ltd. 20.09.2024
/ DE000SU5M8P6
Soc. Generale Call 7.5 Geely Auto.../ DE000SU5M8P6 /
| 10/07/2024 09:56:42 |
Chg.+0.050 |
Bid10:01:07 |
Ask10:01:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.260EUR |
+4.13% |
1.210
Bid Size: 7,000 |
1.370
Ask Size: 7,000 |
- |
7.50 HKD |
20/09/2024 |
Call |
Master data
| WKN: |
SU5M8P |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.50 HKD |
| Maturity: |
20/09/2024 |
| Issue date: |
12/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:10 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.32 |
| Parity: |
0.73 |
| Time value: |
0.61 |
| Break-even: |
1.02 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.05 |
| Spread %: |
3.88% |
| Delta: |
0.68 |
| Theta: |
0.00 |
| Omega: |
4.90 |
| Rho: |
0.00 |
Quote data
| Open: |
1.290 |
| High: |
1.290 |
| Low: |
1.250 |
| Previous Close: |
1.210 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.44% |
| 1 Month |
|
|
-51.72% |
| 3 Months |
|
|
-55.48% |
| YTD |
|
|
-42.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.930 |
1.210 |
| 1M High / 1M Low: |
2.610 |
1.210 |
| 6M High / 6M Low: |
3.650 |
1.210 |
| High (YTD): |
20/05/2024 |
3.650 |
| Low (YTD): |
09/07/2024 |
1.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.512 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.922 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.244 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.81% |
| Volatility 6M: |
|
121.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
