Soc. Generale Call 140 ALV 21.06.2024
/ DE000SW8TKU1
Soc. Generale Call 140 ALV 21.06..../ DE000SW8TKU1 /
| 6/3/2024 9:00:59 AM |
Chg.+0.015 |
Bid11:05:27 AM |
Ask11:05:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.034EUR |
+78.95% |
0.042
Bid Size: 10,000 |
0.083
Ask Size: 10,000 |
Autoliv Inc |
140.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
SW8TKU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Autoliv Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
167.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
-1.15 |
| Time value: |
0.07 |
| Break-even: |
129.70 |
| Moneyness: |
0.91 |
| Premium: |
0.10 |
| Premium p.a.: |
6.35 |
| Spread abs.: |
0.01 |
| Spread %: |
16.67% |
| Delta: |
0.15 |
| Theta: |
-0.06 |
| Omega: |
24.35 |
| Rho: |
0.01 |
Quote data
| Open: |
0.034 |
| High: |
0.034 |
| Low: |
0.034 |
| Previous Close: |
0.019 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-48.48% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.055 |
0.019 |
| 1M High / 1M Low: |
0.075 |
0.019 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.037 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.049 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
883.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
