Soc. Generale Call 14.5 FBK 20.06.2024
/ DE000SW7LYT3
Soc. Generale Call 14.5 FBK 20.06.../ DE000SW7LYT3 /
| 5/31/2024 12:52:41 PM |
Chg.+0.026 |
Bid1:45:07 PM |
Ask1:45:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
+35.14% |
0.095
Bid Size: 70,000 |
0.110
Ask Size: 70,000 |
FINECOBANK |
14.50 EUR |
6/20/2024 |
Call |
Master data
| WKN: |
SW7LYT |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
FINECOBANK |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.50 EUR |
| Maturity: |
6/20/2024 |
| Issue date: |
3/12/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
5:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
24.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.27 |
| Parity: |
0.06 |
| Time value: |
0.06 |
| Break-even: |
15.10 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.01 |
| Spread %: |
9.09% |
| Delta: |
0.63 |
| Theta: |
-0.01 |
| Omega: |
15.53 |
| Rho: |
0.00 |
Quote data
| Open: |
0.093 |
| High: |
0.100 |
| Low: |
0.093 |
| Previous Close: |
0.074 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.67% |
| 1 Month |
|
|
+112.77% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.074 |
| 1M High / 1M Low: |
0.160 |
0.047 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.115 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.101 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
388.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
