Soc. Generale Call 150 FFIV 21.06.2024
/ DE000SW3NFU5
Soc. Generale Call 150 FFIV 21.06.../ DE000SW3NFU5 /
| 2024-05-28 8:18:46 AM |
Chg.+0.08 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.50EUR |
+5.63% |
-
Bid Size: - |
-
Ask Size: - |
F5 Inc |
150.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SW3NFU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
F5 Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-19 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.87 |
| Intrinsic value: |
1.83 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.19 |
| Parity: |
1.83 |
| Time value: |
0.15 |
| Break-even: |
157.90 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.88 |
| Theta: |
-0.09 |
| Omega: |
6.94 |
| Rho: |
0.08 |
Quote data
| Open: |
1.50 |
| High: |
1.50 |
| Low: |
1.50 |
| Previous Close: |
1.42 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.48% |
| 1 Month |
|
|
-45.65% |
| 3 Months |
|
|
-54.68% |
| YTD |
|
|
-54.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.84 |
1.42 |
| 1M High / 1M Low: |
2.78 |
1.25 |
| 6M High / 6M Low: |
4.07 |
1.25 |
| High (YTD): |
2024-04-08 |
4.07 |
| Low (YTD): |
2024-04-30 |
1.25 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
242.64% |
| Volatility 6M: |
|
122.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
