Soc. Generale Call 14 1U1 20.09.2024
/ DE000SW1ZGW7
Soc. Generale Call 14 1U1 20.09.2.../ DE000SW1ZGW7 /
| 6/3/2024 1:07:33 PM |
Chg.+0.13 |
Bid1:45:17 PM |
Ask1:45:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.09EUR |
+3.28% |
4.13
Bid Size: 1,000 |
4.29
Ask Size: 1,000 |
1+1 AG INH O.N. |
14.00 - |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
8/8/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.74 |
| Intrinsic value: |
3.46 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.33 |
| Parity: |
3.46 |
| Time value: |
0.74 |
| Break-even: |
18.20 |
| Moneyness: |
1.25 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.16 |
| Spread %: |
3.96% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
3.42 |
| Rho: |
0.03 |
Quote data
| Open: |
3.97 |
| High: |
4.09 |
| Low: |
3.97 |
| Previous Close: |
3.96 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.76% |
| 1 Month |
|
|
+26.23% |
| 3 Months |
|
|
-9.51% |
| YTD |
|
|
-25.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.17 |
3.85 |
| 1M High / 1M Low: |
4.27 |
3.24 |
| 6M High / 6M Low: |
6.38 |
2.94 |
| High (YTD): |
1/24/2024 |
6.38 |
| Low (YTD): |
4/16/2024 |
2.94 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.35 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.28% |
| Volatility 6M: |
|
93.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
