Soc. Generale Call 160 FFIV 21.06.2024
/ DE000SW3NFV3
Soc. Generale Call 160 FFIV 21.06.../ DE000SW3NFV3 /
| 31/05/2024 21:36:28 |
Chg.-0.020 |
Bid21:59:39 |
Ask21:59:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-2.38% |
0.960
Bid Size: 3,200 |
1.010
Ask Size: 3,200 |
F5 Inc |
160.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
SW3NFV |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
F5 Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
19/09/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.19 |
| Parity: |
0.83 |
| Time value: |
0.20 |
| Break-even: |
157.79 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.05 |
| Spread %: |
5.10% |
| Delta: |
0.77 |
| Theta: |
-0.11 |
| Omega: |
11.67 |
| Rho: |
0.06 |
Quote data
| Open: |
0.650 |
| High: |
0.820 |
| Low: |
0.570 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.64% |
| 1 Month |
|
|
-11.83% |
| 3 Months |
|
|
-74.61% |
| YTD |
|
|
-69.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.820 |
| 1M High / 1M Low: |
1.490 |
0.820 |
| 6M High / 6M Low: |
3.510 |
0.820 |
| High (YTD): |
09/04/2024 |
3.510 |
| Low (YTD): |
31/05/2024 |
0.820 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.906 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.163 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.458 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.31% |
| Volatility 6M: |
|
133.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
