Soc. Generale Call 2.2 BARC 21.06.2024
/ DE000SW7F6D9
Soc. Generale Call 2.2 BARC 21.06.../ DE000SW7F6D9 /
| 2024-06-04 4:27:47 PM |
Chg.-0.022 |
Bid4:29:17 PM |
Ask4:29:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.046EUR |
-32.35% |
0.047
Bid Size: 125,000 |
0.067
Ask Size: 125,000 |
Barclays PLC ORD 25P |
2.20 GBP |
2024-06-21 |
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: |
2024-06-21 |
| Issue date: |
2024-03-08 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
29.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.29 |
| Parity: |
0.00 |
| Time value: |
0.09 |
| Break-even: |
2.67 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
1.03 |
| Spread abs.: |
0.02 |
| Spread %: |
28.99% |
| Delta: |
0.53 |
| Theta: |
0.00 |
| Omega: |
15.36 |
| Rho: |
0.00 |
Quote data
| Open: |
0.064 |
| High: |
0.064 |
| Low: |
0.042 |
| Previous Close: |
0.068 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.35% |
| 1 Month |
|
|
+17.95% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.074 |
0.046 |
| 1M High / 1M Low: |
0.077 |
0.039 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.064 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.062 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
363.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
