Soc. Generale Call 16.98 AOMD 20.09.2024
/ DE000SW9LEM6
Soc. Generale Call 16.98 AOMD 20..../ DE000SW9LEM6 /
| 31/05/2024 09:53:44 |
Chg.+0.07 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.19EUR |
+2.24% |
-
Bid Size: - |
-
Ask Size: - |
ALSTOM S.A. INH. ... |
16.98 - |
20/09/2024 |
Call |
Master data
| WKN: |
SW9LEM |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.98 - |
| Maturity: |
20/09/2024 |
| Issue date: |
26/04/2024 |
| Last trading day: |
31/05/2024 |
| Ratio: |
1:1.06 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.42 |
| Intrinsic value: |
1.82 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.55 |
| Parity: |
1.82 |
| Time value: |
1.50 |
| Break-even: |
20.11 |
| Moneyness: |
1.10 |
| Premium: |
0.08 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
0.61% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
4.17 |
| Rho: |
0.03 |
Quote data
| Open: |
3.19 |
| High: |
3.19 |
| Low: |
3.19 |
| Previous Close: |
3.12 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.91% |
| 1 Month |
|
|
+182.30% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.33 |
2.65 |
| 1M High / 1M Low: |
3.33 |
1.07 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
