Soc. Generale Call 320 Tencent Holdings Ltd 20.12.2024
/ DE000SW8JNR2
Soc. Generale Call 320 Tencent Ho.../ DE000SW8JNR2 /
| 2024-05-29 8:34:41 AM |
Chg.-0.060 |
Bid11:22:59 AM |
Ask11:22:59 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
-6.52% |
0.810
Bid Size: 15,000 |
0.860
Ask Size: 15,000 |
- |
320.00 HKD |
2024-12-20 |
Call |
Master data
| WKN: |
SW8JNR |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 HKD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.32 |
| Parity: |
0.66 |
| Time value: |
0.25 |
| Break-even: |
46.83 |
| Moneyness: |
1.17 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.11% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
3.84 |
| Rho: |
0.14 |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.860 |
| Previous Close: |
0.920 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.34% |
| 1 Month |
|
|
+30.30% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.890 |
| 1M High / 1M Low: |
1.100 |
0.660 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.924 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.896 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
