Soc. Generale Call 18 ATS 20.09.2024
/ DE000SW7C6Y8
Soc. Generale Call 18 ATS 20.09.2.../ DE000SW7C6Y8 /
| 6/4/2024 9:48:30 PM |
Chg.+0.260 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.180EUR |
+6.63% |
4.170
Bid Size: 800 |
4.400
Ask Size: 800 |
AT+S AUSTR.T.+SYSTEM... |
18.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
SW7C6Y |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AT+S AUSTR.T.+SYSTEMT. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
3/7/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.01 |
| Intrinsic value: |
3.28 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.42 |
| Parity: |
3.28 |
| Time value: |
0.99 |
| Break-even: |
22.27 |
| Moneyness: |
1.18 |
| Premium: |
0.05 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.22 |
| Spread %: |
5.43% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
3.92 |
| Rho: |
0.04 |
Quote data
| Open: |
4.070 |
| High: |
4.240 |
| Low: |
4.070 |
| Previous Close: |
3.920 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.13% |
| 1 Month |
|
|
+14.84% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.530 |
3.920 |
| 1M High / 1M Low: |
5.060 |
3.160 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.254 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.291 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
