Soc. Generale Call 160 FFIV 21.06.2024
/ DE000SW3NFV3
Soc. Generale Call 160 FFIV 21.06.../ DE000SW3NFV3 /
| 17/05/2024 21:46:28 |
Chg.+0.030 |
Bid21:59:02 |
Ask21:59:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.460EUR |
+2.10% |
1.430
Bid Size: 2,100 |
1.500
Ask Size: 2,100 |
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: |
10.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.35 |
| Intrinsic value: |
1.27 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.19 |
| Parity: |
1.27 |
| Time value: |
0.20 |
| Break-even: |
161.92 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.06 |
| Spread %: |
4.26% |
| Delta: |
0.83 |
| Theta: |
-0.07 |
| Omega: |
9.04 |
| Rho: |
0.11 |
Quote data
| Open: |
1.180 |
| High: |
1.460 |
| Low: |
1.180 |
| Previous Close: |
1.430 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.45% |
| 1 Month |
|
|
-41.13% |
| 3 Months |
|
|
-46.91% |
| YTD |
|
|
-45.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.490 |
1.270 |
| 1M High / 1M Low: |
2.480 |
0.930 |
| 6M High / 6M Low: |
3.510 |
0.930 |
| High (YTD): |
09/04/2024 |
3.510 |
| Low (YTD): |
02/05/2024 |
0.930 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.358 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.671 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.537 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
242.60% |
| Volatility 6M: |
|
124.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
