Soc. Generale Call 8.5 Geely Automobile Holdings Ltd. 20.12.2024
/ DE000SW86KZ6
Soc. Generale Call 8.5 Geely Auto.../ DE000SW86KZ6 /
05/08/2024 21:42:59 |
Chg.-0.004 |
Bid05/08/2024 |
Ask05/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.067EUR |
-5.63% |
0.067 Bid Size: 125,000 |
0.077 Ask Size: 125,000 |
- |
8.50 HKD |
20/12/2024 |
Call |
Master data
WKN: |
SW86KZ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
8.50 HKD |
Maturity: |
20/12/2024 |
Issue date: |
18/04/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.50 |
Historic volatility: |
0.32 |
Parity: |
-0.09 |
Time value: |
0.08 |
Break-even: |
1.08 |
Moneyness: |
0.91 |
Premium: |
0.19 |
Premium p.a.: |
0.59 |
Spread abs.: |
0.01 |
Spread %: |
14.29% |
Delta: |
0.45 |
Theta: |
0.00 |
Omega: |
5.14 |
Rho: |
0.00 |
Quote data
Open: |
0.065 |
High: |
0.069 |
Low: |
0.064 |
Previous Close: |
0.071 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-18.29% |
1 Month |
|
|
-48.46% |
3 Months |
|
|
-76.07% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.082 |
0.071 |
1M High / 1M Low: |
0.130 |
0.071 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.077 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.097 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
87.41% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |