Soc. Generale Call 120 BEI 20.09.2024
/ DE000SW1ZKR9
Soc. Generale Call 120 BEI 20.09..../ DE000SW1ZKR9 /
| 2024-06-14 8:12:15 AM |
Chg.+0.01 |
Bid9:34:15 AM |
Ask9:34:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.64EUR |
+0.38% |
2.77
Bid Size: 9,000 |
2.80
Ask Size: 9,000 |
BEIERSDORF AG O.N. |
120.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZKR |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.65 |
| Intrinsic value: |
2.53 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.14 |
| Parity: |
2.53 |
| Time value: |
0.13 |
| Break-even: |
146.60 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.76% |
| Delta: |
0.98 |
| Theta: |
-0.02 |
| Omega: |
5.34 |
| Rho: |
0.31 |
Quote data
| Open: |
2.64 |
| High: |
2.64 |
| Low: |
2.64 |
| Previous Close: |
2.63 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.20% |
| 1 Month |
|
|
-9.28% |
| 3 Months |
|
|
+38.22% |
| YTD |
|
|
+31.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.63 |
2.44 |
| 1M High / 1M Low: |
2.91 |
2.44 |
| 6M High / 6M Low: |
2.91 |
1.34 |
| High (YTD): |
2024-05-14 |
2.91 |
| Low (YTD): |
2024-04-10 |
1.34 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.13 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.58% |
| Volatility 6M: |
|
89.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
