Soc. Generale Call 14 1U1 20.09.2024
/ DE000SW1ZGW7
Soc. Generale Call 14 1U1 20.09.2.../ DE000SW1ZGW7 /
| 14/06/2024 08:12:00 |
Chg.+0.02 |
Bid14/06/2024 |
Ask14/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.94EUR |
+0.68% |
2.94
Bid Size: 1,100 |
3.21
Ask Size: 1,100 |
1+1 AG INH O.N. |
14.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
SW1ZGW |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
1+1 AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
08/08/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.60 |
| Intrinsic value: |
2.22 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.33 |
| Parity: |
2.22 |
| Time value: |
0.87 |
| Break-even: |
17.09 |
| Moneyness: |
1.16 |
| Premium: |
0.05 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.10 |
| Spread %: |
3.34% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
3.99 |
| Rho: |
0.02 |
Quote data
| Open: |
2.94 |
| High: |
2.94 |
| Low: |
2.94 |
| Previous Close: |
2.92 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.57% |
| 1 Month |
|
|
-29.67% |
| 3 Months |
|
|
-27.05% |
| YTD |
|
|
-46.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.95 |
2.92 |
| 1M High / 1M Low: |
4.27 |
2.92 |
| 6M High / 6M Low: |
6.38 |
2.92 |
| High (YTD): |
24/01/2024 |
6.38 |
| Low (YTD): |
13/06/2024 |
2.92 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.33 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.11% |
| Volatility 6M: |
|
95.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
