Soc. Generale Call 1.6 BARC 21.06.2024
/ DE000SW13QE2
Soc. Generale Call 1.6 BARC 21.06.../ DE000SW13QE2 /
| 6/4/2024 8:55:35 AM |
Chg.-0.070 |
Bid12:54:05 PM |
Ask12:54:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
-9.46% |
0.660
Bid Size: 70,000 |
0.680
Ask Size: 70,000 |
Barclays PLC ORD 25P |
1.60 GBP |
6/21/2024 |
Call |
Master data
| WKN: |
SW13QE |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Barclays PLC ORD 25P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1.60 GBP |
| Maturity: |
6/21/2024 |
| Issue date: |
8/10/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.93 |
| Historic volatility: |
0.29 |
| Parity: |
0.71 |
| Time value: |
0.01 |
| Break-even: |
2.60 |
| Moneyness: |
1.38 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
2.86% |
| Delta: |
0.96 |
| Theta: |
0.00 |
| Omega: |
3.43 |
| Rho: |
0.00 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.670 |
| Previous Close: |
0.740 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.35% |
| 1 Month |
|
|
+31.37% |
| 3 Months |
|
|
+219.05% |
| YTD |
|
|
+458.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.590 |
| 1M High / 1M Low: |
0.740 |
0.510 |
| 6M High / 6M Low: |
0.740 |
0.052 |
| High (YTD): |
6/3/2024 |
0.740 |
| Low (YTD): |
1/17/2024 |
0.052 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.660 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.620 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.264 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.33% |
| Volatility 6M: |
|
174.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
