Soc. Generale Call 100 TEL2/B 20.09.2024
/ DE000SW9DD61
Soc. Generale Call 100 TEL2/B 20..../ DE000SW9DD61 /
14/06/2024 08:29:31 |
Chg.+0.010 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
0.350EUR |
+2.94% |
- Bid Size: - |
- Ask Size: - |
Tele2 AB ser. B |
100.00 SEK |
20/09/2024 |
Call |
Master data
WKN: |
SW9DD6 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Tele2 AB ser. B |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
100.00 SEK |
Maturity: |
20/09/2024 |
Issue date: |
23/04/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
2:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
11.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.14 |
Implied volatility: |
0.31 |
Historic volatility: |
0.27 |
Parity: |
0.14 |
Time value: |
0.25 |
Break-even: |
9.67 |
Moneyness: |
1.03 |
Premium: |
0.05 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.01 |
Spread %: |
2.63% |
Delta: |
0.63 |
Theta: |
0.00 |
Omega: |
7.41 |
Rho: |
0.01 |
Quote data
Open: |
0.350 |
High: |
0.350 |
Low: |
0.350 |
Previous Close: |
0.340 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.41% |
1 Month |
|
|
+20.69% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.370 |
0.300 |
1M High / 1M Low: |
0.370 |
0.270 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.342 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.316 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
148.40% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |