Soc. Generale Call 6.83 HSBA 20.12.2024
/ DE000SU798D8
Soc. Generale Call 6.83 HSBA 20.1.../ DE000SU798D8 /
| 2024-05-21 9:36:04 PM |
Chg.+0.040 |
Bid2024-05-21 |
Ask2024-05-21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
+6.06% |
0.700
Bid Size: 4,300 |
0.790
Ask Size: 4,300 |
HSBC Holdings PLC OR... |
6.83 GBP |
2024-12-20 |
Call |
Master data
| WKN: |
SU798D |
| 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: |
2024-12-20 |
| Issue date: |
2024-02-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1.02 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.26 |
| Parity: |
0.13 |
| Time value: |
0.58 |
| Break-even: |
8.69 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
2.90% |
| Delta: |
0.62 |
| Theta: |
0.00 |
| Omega: |
7.30 |
| Rho: |
0.03 |
Quote data
| Open: |
0.650 |
| High: |
0.720 |
| Low: |
0.640 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.26% |
| 1 Month |
|
|
+84.21% |
| 3 Months |
|
|
+400.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.660 |
| 1M High / 1M Low: |
0.780 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.712 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.615 |
| Avg. volume 1M: |
|
300 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
