Soc. Generale Call 14 REP 20.09.2024
/ DE000SW1ZUD8
Soc. Generale Call 14 REP 20.09.2.../ DE000SW1ZUD8 /
| 2024-06-11 8:12:40 AM |
Chg.+0.120 |
Bid6:28:08 PM |
Ask6:28:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
+13.79% |
0.820
Bid Size: 3,700 |
0.900
Ask Size: 3,700 |
REPSOL S.A. INH. ... |
14.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZUD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
REPSOL S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.20 |
| Parity: |
0.70 |
| Time value: |
0.35 |
| Break-even: |
15.05 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
1.94% |
| Delta: |
0.75 |
| Theta: |
0.00 |
| Omega: |
10.55 |
| Rho: |
0.03 |
Quote data
| Open: |
0.990 |
| High: |
0.990 |
| Low: |
0.990 |
| Previous Close: |
0.870 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.48% |
| 1 Month |
|
|
-26.12% |
| 3 Months |
|
|
-15.38% |
| YTD |
|
|
+28.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
0.870 |
| 1M High / 1M Low: |
1.440 |
0.870 |
| 6M High / 6M Low: |
2.460 |
0.660 |
| High (YTD): |
2024-04-08 |
2.460 |
| Low (YTD): |
2024-01-23 |
0.660 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.942 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.162 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.224 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.26% |
| Volatility 6M: |
|
153.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
