Soc. Generale Call 1.4 BARC 21.06.2024
/ DE000SW2BD29
Soc. Generale Call 1.4 BARC 21.06.../ DE000SW2BD29 /
| 04/06/2024 17:44:45 |
Chg.-0.050 |
Bid18:22:28 |
Ask18:22:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
-5.49% |
0.860
Bid Size: 3,500 |
0.920
Ask Size: 3,500 |
Barclays PLC ORD 25P |
1.40 GBP |
21/06/2024 |
Call |
Master data
| WKN: |
SW2BD2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Barclays PLC ORD 25P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1.40 GBP |
| Maturity: |
21/06/2024 |
| Issue date: |
16/08/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
1.11 |
| Historic volatility: |
0.29 |
| Parity: |
0.94 |
| Time value: |
0.01 |
| Break-even: |
2.59 |
| Moneyness: |
1.57 |
| Premium: |
0.00 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
2.15% |
| Delta: |
0.98 |
| Theta: |
0.00 |
| Omega: |
2.66 |
| Rho: |
0.00 |
Quote data
| Open: |
0.900 |
| High: |
0.910 |
| Low: |
0.860 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.44% |
| 1 Month |
|
|
+21.13% |
| 3 Months |
|
|
+115.00% |
| YTD |
|
|
+258.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.860 |
| 1M High / 1M Low: |
0.920 |
0.750 |
| 6M High / 6M Low: |
0.920 |
0.110 |
| High (YTD): |
31/05/2024 |
0.920 |
| Low (YTD): |
13/02/2024 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.896 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.857 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.425 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.96% |
| Volatility 6M: |
|
138.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
