Soc. Generale Call 100 GXI 20.09.2024
/ DE000SW1ZPK3
Soc. Generale Call 100 GXI 20.09..../ DE000SW1ZPK3 /
| 2024-06-05 9:37:32 PM |
Chg.0.000 |
Bid9:59:47 PM |
Ask9:59:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.430EUR |
0.00% |
1.470
Bid Size: 2,100 |
1.510
Ask Size: 2,100 |
GERRESHEIMER AG |
100.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZPK |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.33 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.40 |
| Parity: |
0.67 |
| Time value: |
0.79 |
| Break-even: |
114.60 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.03 |
| Spread %: |
2.10% |
| Delta: |
0.67 |
| Theta: |
-0.05 |
| Omega: |
4.86 |
| Rho: |
0.17 |
Quote data
| Open: |
1.440 |
| High: |
1.550 |
| Low: |
1.390 |
| Previous Close: |
1.430 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.00% |
| 1 Month |
|
|
+19.17% |
| 3 Months |
|
|
-23.12% |
| YTD |
|
|
+22.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.430 |
1.100 |
| 1M High / 1M Low: |
1.430 |
0.580 |
| 6M High / 6M Low: |
1.990 |
0.580 |
| High (YTD): |
2024-03-06 |
1.990 |
| Low (YTD): |
2024-05-22 |
0.580 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.264 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.092 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.170 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
454.12% |
| Volatility 6M: |
|
281.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
