Soc. Generale Call 190 EPI/A 21.06.2024
/ DE000SW7Z0J5
Soc. Generale Call 190 EPI/A 21.0.../ DE000SW7Z0J5 /
| 2024-06-05 8:52:09 AM |
Chg.-0.010 |
Bid6:14:40 PM |
Ask6:14:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-2.27% |
0.460
Bid Size: 6,600 |
0.550
Ask Size: 6,600 |
Epiroc AB ser. A |
190.00 SEK |
2024-06-21 |
Call |
Master data
| WKN: |
SW7Z0J |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Epiroc AB ser. A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 SEK |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-20 |
| Last trading day: |
2024-06-21 |
| Ratio: |
5:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
7.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.24 |
| Parity: |
0.45 |
| Time value: |
0.04 |
| Break-even: |
19.18 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.01 |
| Spread %: |
2.08% |
| Delta: |
0.86 |
| Theta: |
-0.02 |
| Omega: |
6.65 |
| Rho: |
0.01 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.87% |
| 1 Month |
|
|
+43.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.440 |
| 1M High / 1M Low: |
0.660 |
0.300 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.482 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.479 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
