Soc. Generale Call 120 KRN 21.06.2024
/ DE000SW2BHA0
Soc. Generale Call 120 KRN 21.06..../ DE000SW2BHA0 /
| 2024-05-31 9:45:36 PM |
Chg.+0.100 |
Bid9:59:46 PM |
Ask9:59:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+18.87% |
0.660
Bid Size: 4,600 |
0.800
Ask Size: 4,600 |
KRONES AG O.N. |
120.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SW2BHA |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
KRONES AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.23 |
| Parity: |
0.60 |
| Time value: |
0.24 |
| Break-even: |
128.40 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.19 |
| Spread %: |
29.23% |
| Delta: |
0.72 |
| Theta: |
-0.11 |
| Omega: |
10.82 |
| Rho: |
0.05 |
Quote data
| Open: |
0.480 |
| High: |
0.630 |
| Low: |
0.410 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.22% |
| 1 Month |
|
|
-3.08% |
| 3 Months |
|
|
+117.24% |
| YTD |
|
|
+57.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.530 |
| 1M High / 1M Low: |
1.190 |
0.530 |
| 6M High / 6M Low: |
1.190 |
0.190 |
| High (YTD): |
2024-05-08 |
1.190 |
| Low (YTD): |
2024-02-28 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.636 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.777 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.524 |
| Avg. volume 6M: |
|
32 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
289.46% |
| Volatility 6M: |
|
255.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
