Soc. Generale Call 2.65 TELIA1 20.09.2024
/ DE000SW7Z3Y8
Soc. Generale Call 2.65 TELIA1 20.../ DE000SW7Z3Y8 /
2024-06-20 10:14:02 AM |
Chg.+0.002 |
Bid4:55:46 PM |
Ask4:55:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.059EUR |
+3.51% |
0.061 Bid Size: 25,000 |
0.094 Ask Size: 25,000 |
Telia Company AB |
2.65 EUR |
2024-09-20 |
Call |
Master data
WKN: |
SW7Z3Y |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Telia Company AB |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2.65 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2024-03-20 |
Last trading day: |
2024-09-20 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
26.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.22 |
Parity: |
-0.24 |
Time value: |
0.09 |
Break-even: |
2.74 |
Moneyness: |
0.91 |
Premium: |
0.14 |
Premium p.a.: |
0.67 |
Spread abs.: |
0.03 |
Spread %: |
55.93% |
Delta: |
0.35 |
Theta: |
0.00 |
Omega: |
9.15 |
Rho: |
0.00 |
Quote data
Open: |
0.059 |
High: |
0.059 |
Low: |
0.059 |
Previous Close: |
0.057 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.28% |
1 Month |
|
|
-11.94% |
3 Months |
|
|
-38.54% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.061 |
0.055 |
1M High / 1M Low: |
0.074 |
0.055 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.058 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.063 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
77.49% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |