Soc. Generale Put 6.83 HSBA 20.12.2024
/ DE000SW9N9Z4
Soc. Generale Put 6.83 HSBA 20.12.../ DE000SW9N9Z4 /
2024-05-21 9:48:34 PM |
Chg.-0.040 |
Bid2024-05-21 |
Ask2024-05-21 |
Underlying |
Strike price |
Expiration date |
Option type |
0.500EUR |
-7.41% |
0.500 Bid Size: 6,000 |
0.560 Ask Size: 6,000 |
HSBC Holdings PLC OR... |
6.83 GBP |
2024-12-20 |
Put |
Master data
WKN: |
SW9N9Z |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
HSBC Holdings PLC ORD $0.50 (UK REG) |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
6.83 GBP |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-29 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1.02 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-14.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.49 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.26 |
Parity: |
-0.13 |
Time value: |
0.58 |
Break-even: |
7.43 |
Moneyness: |
0.98 |
Premium: |
0.09 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.02 |
Spread %: |
3.57% |
Delta: |
-0.39 |
Theta: |
0.00 |
Omega: |
-5.58 |
Rho: |
-0.02 |
Quote data
Open: |
0.530 |
High: |
0.560 |
Low: |
0.500 |
Previous Close: |
0.540 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+2.04% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.540 |
0.490 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.516 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |