Soc. Generale Call 2.15 INR 21.06.2024
/ DE000SW2BVW5
Soc. Generale Call 2.15 INR 21.06.../ DE000SW2BVW5 /
| 2024-06-12 8:33:12 AM |
Chg.-0.006 |
Bid1:02:00 PM |
Ask1:02:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.026EUR |
-18.75% |
0.026
Bid Size: 60,000 |
0.037
Ask Size: 60,000 |
INTERN.CONS.AIRL.GR. |
2.15 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SW2BVW |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
INTERN.CONS.AIRL.GR. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.15 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
48.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.28 |
| Parity: |
-0.17 |
| Time value: |
0.04 |
| Break-even: |
2.19 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
54.97 |
| Spread abs.: |
0.01 |
| Spread %: |
36.67% |
| Delta: |
0.28 |
| Theta: |
0.00 |
| Omega: |
13.71 |
| Rho: |
0.00 |
Quote data
| Open: |
0.026 |
| High: |
0.026 |
| Low: |
0.026 |
| Previous Close: |
0.032 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-54.39% |
| 1 Month |
|
|
-80.00% |
| 3 Months |
|
|
-67.50% |
| YTD |
|
|
-74.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.057 |
0.032 |
| 1M High / 1M Low: |
0.140 |
0.032 |
| 6M High / 6M Low: |
0.150 |
0.032 |
| High (YTD): |
2024-05-14 |
0.140 |
| Low (YTD): |
2024-06-11 |
0.032 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.044 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.072 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.089 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.16% |
| Volatility 6M: |
|
265.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
