Soc. Generale Call 6 HSBA 21.06.2024
/ DE000SW2BD45
Soc. Generale Call 6 HSBA 21.06.2.../ DE000SW2BD45 /
| 2024-04-30 9:40:15 PM |
Chg.+0.190 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.060EUR |
+21.84% |
1.060
Bid Size: 2,900 |
1.240
Ask Size: 2,900 |
HSBC Holdings PLC OR... |
6.00 GBP |
2024-06-21 |
Call |
Master data
| WKN: |
SW2BD4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HSBC Holdings PLC ORD $0.50 (UK REG) |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.00 GBP |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.25 |
| Parity: |
0.89 |
| Time value: |
0.26 |
| Break-even: |
8.18 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.02 |
| Spread %: |
1.77% |
| Delta: |
0.77 |
| Theta: |
-0.01 |
| Omega: |
5.31 |
| Rho: |
0.01 |
Quote data
| Open: |
1.040 |
| High: |
1.190 |
| Low: |
1.040 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.18% |
| 1 Month |
|
|
+146.51% |
| 3 Months |
|
|
+165.00% |
| YTD |
|
|
+63.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.790 |
| 1M High / 1M Low: |
1.060 |
0.460 |
| 6M High / 6M Low: |
1.060 |
0.210 |
| High (YTD): |
2024-04-30 |
1.060 |
| Low (YTD): |
2024-03-11 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.868 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.698 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.485 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.33% |
| Volatility 6M: |
|
192.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
