Soc. Generale Call 12 STERV 21.06.2024
/ DE000SW9JYR7
Soc. Generale Call 12 STERV 21.06.../ DE000SW9JYR7 /
2024-06-07 9:54:19 AM |
Chg.-0.090 |
Bid6:07:06 PM |
Ask6:07:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.480EUR |
-15.79% |
0.430 Bid Size: 7,000 |
0.470 Ask Size: 7,000 |
Stora Enso Oyj R |
12.00 - |
2024-06-21 |
Call |
Master data
WKN: |
SW9JYR |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Stora Enso Oyj R |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
12.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2024-04-25 |
Last trading day: |
2024-06-21 |
Ratio: |
2:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
13.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.47 |
Intrinsic value: |
0.45 |
Implied volatility: |
0.28 |
Historic volatility: |
0.30 |
Parity: |
0.45 |
Time value: |
0.02 |
Break-even: |
12.94 |
Moneyness: |
1.07 |
Premium: |
0.00 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
2.17% |
Delta: |
0.91 |
Theta: |
-0.01 |
Omega: |
12.55 |
Rho: |
0.00 |
Quote data
Open: |
0.480 |
High: |
0.480 |
Low: |
0.480 |
Previous Close: |
0.570 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-36.84% |
1 Month |
|
|
-14.29% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.780 |
0.540 |
1M High / 1M Low: |
1.010 |
0.540 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.656 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.754 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
211.59% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |