Soc. Generale Call 16 WBA 21.06.2024
/ DE000SW9C0B7
Soc. Generale Call 16 WBA 21.06.2.../ DE000SW9C0B7 /
| 5/31/2024 9:51:32 PM |
Chg.+0.380 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
+84.44% |
0.800
Bid Size: 3,800 |
0.810
Ask Size: 3,800 |
Walgreens Boots Alli... |
16.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
SW9C0B |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Walgreens Boots Alliance Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
4/22/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.35 |
| Parity: |
0.20 |
| Time value: |
0.62 |
| Break-even: |
15.57 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
1.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.23% |
| Delta: |
0.58 |
| Theta: |
-0.02 |
| Omega: |
10.51 |
| Rho: |
0.00 |
Quote data
| Open: |
0.400 |
| High: |
0.830 |
| Low: |
0.390 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.70% |
| 1 Month |
|
|
-53.89% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.310 |
| 1M High / 1M Low: |
2.170 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.562 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.363 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
467.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
