Soc. Generale Call 7.5 Geely Automobile Holdings Ltd. 20.09.2024
/ DE000SU5M8P6
Soc. Generale Call 7.5 Geely Auto.../ DE000SU5M8P6 /
| 2024-06-27 8:28:43 AM |
Chg.-0.18 |
Bid9:41:25 PM |
Ask9:41:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.06EUR |
-8.04% |
1.91
Bid Size: 6,000 |
2.09
Ask Size: 6,000 |
- |
7.50 HKD |
2024-09-20 |
Call |
Master data
| WKN: |
SU5M8P |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.50 HKD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-12 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:10 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.01 |
| Intrinsic value: |
1.87 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.32 |
| Parity: |
1.87 |
| Time value: |
0.41 |
| Break-even: |
1.13 |
| Moneyness: |
1.21 |
| Premium: |
0.04 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.07 |
| Spread %: |
3.17% |
| Delta: |
0.81 |
| Theta: |
0.00 |
| Omega: |
3.86 |
| Rho: |
0.00 |
Quote data
| Open: |
2.06 |
| High: |
2.06 |
| Low: |
2.06 |
| Previous Close: |
2.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.04% |
| 1 Month |
|
|
-32.01% |
| 3 Months |
|
|
-11.97% |
| YTD |
|
|
-8.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.24 |
1.87 |
| 1M High / 1M Low: |
3.03 |
1.87 |
| 6M High / 6M Low: |
3.81 |
1.29 |
| High (YTD): |
2024-05-20 |
3.81 |
| Low (YTD): |
2024-02-01 |
1.29 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.31 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.54% |
| Volatility 6M: |
|
122.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
