Soc. Generale Call 100 EYX 20.09.2024
/ DE000SW7TMP9
Soc. Generale Call 100 EYX 20.09..../ DE000SW7TMP9 /
| 6/10/2024 9:20:08 AM |
Chg.-0.040 |
Bid12:08:15 PM |
Ask12:08:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
-5.13% |
0.730
Bid Size: 8,000 |
0.740
Ask Size: 8,000 |
EXOR N.V. |
100.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
SW7TMP |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
EXOR N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
3/15/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
13.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.15 |
| Parity: |
-0.02 |
| Time value: |
0.74 |
| Break-even: |
107.40 |
| Moneyness: |
1.00 |
| Premium: |
0.08 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
1.37% |
| Delta: |
0.55 |
| Theta: |
-0.04 |
| Omega: |
7.47 |
| Rho: |
0.13 |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.740 |
| Previous Close: |
0.780 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.71% |
| 1 Month |
|
|
-12.94% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.740 |
| 1M High / 1M Low: |
1.080 |
0.740 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.804 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.924 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
