Soc. Generale Call 16 RYA 20.09.2024
/ DE000SW2E3V4
Soc. Generale Call 16 RYA 20.09.2.../ DE000SW2E3V4 /
| 24/05/2024 08:53:55 |
Chg.+0.07 |
Bid10:27:50 |
Ask10:27:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.10EUR |
+2.31% |
3.11
Bid Size: 7,000 |
-
Ask Size: - |
RYANAIR HLDGS PLC EO... |
16.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
SW2E3V |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
RYANAIR HLDGS PLC EO-,006 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
18/08/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.90 |
| Intrinsic value: |
2.43 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.29 |
| Parity: |
2.43 |
| Time value: |
1.05 |
| Break-even: |
19.48 |
| Moneyness: |
1.15 |
| Premium: |
0.06 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
4.00 |
| Rho: |
0.03 |
Quote data
| Open: |
3.10 |
| High: |
3.10 |
| Low: |
3.10 |
| Previous Close: |
3.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.91% |
| 1 Month |
|
|
-44.64% |
| 3 Months |
|
|
-39.57% |
| YTD |
|
|
-31.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.26 |
2.86 |
| 1M High / 1M Low: |
5.60 |
2.86 |
| 6M High / 6M Low: |
6.14 |
2.86 |
| High (YTD): |
09/04/2024 |
6.14 |
| Low (YTD): |
21/05/2024 |
2.86 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.61 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.90% |
| Volatility 6M: |
|
78.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
