Soc. Generale Call 160 FFIV 21.06.2024
/ DE000SW3NFV3
Soc. Generale Call 160 FFIV 21.06.../ DE000SW3NFV3 /
| 2024-05-30 8:18:56 AM |
Chg.+0.060 |
Bid11:36:19 AM |
Ask11:36:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+9.09% |
0.650
Bid Size: 4,700 |
0.970
Ask Size: 4,700 |
F5 Inc |
160.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SW3NFV |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
F5 Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-19 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.19 |
| Parity: |
0.76 |
| Time value: |
0.20 |
| Break-even: |
157.73 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.05 |
| Spread %: |
5.49% |
| Delta: |
0.77 |
| Theta: |
-0.09 |
| Omega: |
12.47 |
| Rho: |
0.07 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.660 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.28% |
| 1 Month |
|
|
+4.35% |
| 3 Months |
|
|
-73.03% |
| YTD |
|
|
-72.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.130 |
0.660 |
| 1M High / 1M Low: |
1.240 |
0.660 |
| 6M High / 6M Low: |
3.260 |
0.660 |
| High (YTD): |
2024-04-08 |
3.260 |
| Low (YTD): |
2024-05-29 |
0.660 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.898 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.999 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.353 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
198.34% |
| Volatility 6M: |
|
148.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
