Soc. Generale Call 16 1U1 21.06.2024
/ DE000SW1VBF2
Soc. Generale Call 16 1U1 21.06.2.../ DE000SW1VBF2 /
| 2024-05-28 6:03:05 PM |
Chg.+0.010 |
Bid2024-05-28 |
Ask2024-05-28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.640EUR |
+0.61% |
1.640
Bid Size: 1,900 |
1.860
Ask Size: 1,900 |
1+1 AG INH O.N. |
16.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
SW1VBF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
1+1 AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-04 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.55 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.33 |
| Parity: |
1.40 |
| Time value: |
0.41 |
| Break-even: |
17.81 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.15 |
| Spread %: |
9.04% |
| Delta: |
0.76 |
| Theta: |
-0.02 |
| Omega: |
7.27 |
| Rho: |
0.01 |
Quote data
| Open: |
1.560 |
| High: |
1.800 |
| Low: |
1.560 |
| Previous Close: |
1.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.29% |
| 1 Month |
|
|
-5.20% |
| 3 Months |
|
|
-27.75% |
| YTD |
|
|
-52.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.750 |
1.210 |
| 1M High / 1M Low: |
1.930 |
1.190 |
| 6M High / 6M Low: |
4.170 |
1.060 |
| High (YTD): |
2024-01-24 |
4.170 |
| Low (YTD): |
2024-04-16 |
1.060 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.598 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.576 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.346 |
| Avg. volume 6M: |
|
31.532 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
313.54% |
| Volatility 6M: |
|
183.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
