Soc. Generale Call 102 MMM 19.07.2024
/ DE000SW9UAA0
Soc. Generale Call 102 MMM 19.07..../ DE000SW9UAA0 /
2024-06-19 8:46:49 AM |
Chg.-0.010 |
Bid7:42:56 PM |
Ask7:42:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.230EUR |
-4.17% |
0.220 Bid Size: 10,000 |
0.240 Ask Size: 10,000 |
3M Company |
102.00 USD |
2024-07-19 |
Call |
Master data
WKN: |
SW9UAA |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
3M Company |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
102.00 USD |
Maturity: |
2024-07-19 |
Issue date: |
2024-05-02 |
Last trading day: |
2024-07-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
37.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.23 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.25 |
Parity: |
-0.11 |
Time value: |
0.25 |
Break-even: |
97.48 |
Moneyness: |
0.99 |
Premium: |
0.04 |
Premium p.a.: |
0.59 |
Spread abs.: |
0.01 |
Spread %: |
4.17% |
Delta: |
0.47 |
Theta: |
-0.05 |
Omega: |
17.57 |
Rho: |
0.03 |
Quote data
Open: |
0.230 |
High: |
0.230 |
Low: |
0.230 |
Previous Close: |
0.240 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-23.33% |
1 Month |
|
|
-57.41% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.310 |
0.240 |
1M High / 1M Low: |
0.550 |
0.170 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.278 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.289 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
310.17% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |