Soc. Generale Call 2.2 BARC 21.06.2024
/ DE000SW7F6D9
Soc. Generale Call 2.2 BARC 21.06.../ DE000SW7F6D9 /
| 5/24/2024 4:49:38 PM |
Chg.+0.016 |
Bid5:20:25 PM |
Ask5:20:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.055EUR |
+41.03% |
0.057
Bid Size: 150,000 |
0.077
Ask Size: 150,000 |
Barclays PLC ORD 25P |
2.20 GBP |
6/21/2024 |
Call |
Master data
| WKN: |
SW7F6D |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Barclays PLC ORD 25P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.20 GBP |
| Maturity: |
6/21/2024 |
| Issue date: |
3/8/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
42.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.29 |
| Parity: |
-0.10 |
| Time value: |
0.06 |
| Break-even: |
2.64 |
| Moneyness: |
0.96 |
| Premium: |
0.07 |
| Premium p.a.: |
1.30 |
| Spread abs.: |
0.02 |
| Spread %: |
51.28% |
| Delta: |
0.37 |
| Theta: |
0.00 |
| Omega: |
15.48 |
| Rho: |
0.00 |
Quote data
| Open: |
0.035 |
| High: |
0.055 |
| Low: |
0.035 |
| Previous Close: |
0.039 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.61% |
| 1 Month |
|
|
+89.66% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.073 |
0.039 |
| 1M High / 1M Low: |
0.077 |
0.029 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.057 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.057 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
470.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
