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Soc. Generale Call 6.83 HSBA 20.0.../  DE000SU13ZL2  /

EUWAX
2024-06-03  9:56:09 AM Chg.+0.030 Bid10:45:51 AM Ask10:45:51 AM Underlying Strike price Expiration date Option type
0.530EUR +6.00% 0.550
Bid Size: 30,000		 0.570
Ask Size: 30,000		 HSBC Holdings PLC OR... 6.83 GBP 2024-09-20 Call
 

Master data

WKN: SU13ZL
Issuer: Société Générale
Currency: EUR
Underlying: HSBC Holdings PLC ORD $0.50 (UK REG)
Type: Warrant
Option type: Call
Strike price: 6.83 GBP
Maturity: 2024-09-20
Issue date: 2023-11-13
Last trading day: 2024-09-19
Ratio: 1:1.02
Exercise type: American
Quanto: No
Gearing: 14.98
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.17
Implied volatility: 0.23
Historic volatility: 0.25
Parity: 0.17
Time value: 0.39
Break-even: 8.57
Moneyness: 1.02
Premium: 0.05
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 3.70%
Delta: 0.62
Theta: 0.00
Omega: 9.34
Rho: 0.01
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.500
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.42%
1 Month  
+3.92%
3 Months  
+341.67%
YTD  
+130.43%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.450
1M High / 1M Low: 0.670 0.450
6M High / 6M Low: 0.670 0.083
High (YTD): 2024-05-15 0.670
Low (YTD): 2024-02-22 0.083
52W High: - -
52W Low: - -
Avg. price 1W:   0.478
Avg. volume 1W:   0.000
Avg. price 1M:   0.541
Avg. volume 1M:   0.000
Avg. price 6M:   0.239
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   129.53%
Volatility 6M:   190.67%
Volatility 1Y:   -
Volatility 3Y:   -