Soc. Generale Call 12 SZU 21.06.2024
/ DE000SW7NBR1
Soc. Generale Call 12 SZU 21.06.2.../ DE000SW7NBR1 /
| 6/3/2024 12:09:09 PM |
Chg.-0.05 |
Bid1:07:21 PM |
Ask1:07:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.01EUR |
-2.43% |
2.08
Bid Size: 1,500 |
2.18
Ask Size: 1,500 |
SUEDZUCKER AG O.N. |
12.00 EUR |
6/21/2024 |
Call |
Master data
| WKN: |
SW7NBR |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SUEDZUCKER AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
3/13/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.10 |
| Intrinsic value: |
2.08 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.21 |
| Parity: |
2.08 |
| Time value: |
0.25 |
| Break-even: |
14.33 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.10 |
| Spread %: |
4.48% |
| Delta: |
0.84 |
| Theta: |
-0.02 |
| Omega: |
5.08 |
| Rho: |
0.00 |
Quote data
| Open: |
2.08 |
| High: |
2.08 |
| Low: |
2.00 |
| Previous Close: |
2.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.79% |
| 1 Month |
|
|
+21.82% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.06 |
1.77 |
| 1M High / 1M Low: |
2.11 |
1.52 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
