Soc. Generale Call 205 SWED/A 21.06.2024
/ DE000SU51935
Soc. Generale Call 205 SWED/A 21..../ DE000SU51935 /
2024-05-16 8:44:44 AM |
Chg.-0.040 |
Bid10:11:25 AM |
Ask10:11:25 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.630EUR |
-5.97% |
0.630 Bid Size: 20,000 |
0.640 Ask Size: 20,000 |
Swedbank AB ser A |
205.00 SEK |
2024-06-21 |
Call |
Master data
WKN: |
SU5193 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Swedbank AB ser A |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
205.00 SEK |
Maturity: |
2024-06-21 |
Issue date: |
2023-12-20 |
Last trading day: |
2024-06-21 |
Ratio: |
2:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
13.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.64 |
Intrinsic value: |
0.49 |
Implied volatility: |
0.30 |
Historic volatility: |
0.27 |
Parity: |
0.49 |
Time value: |
0.18 |
Break-even: |
19.00 |
Moneyness: |
1.06 |
Premium: |
0.02 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.01 |
Spread %: |
1.52% |
Delta: |
0.75 |
Theta: |
-0.01 |
Omega: |
10.38 |
Rho: |
0.01 |
Quote data
Open: |
0.630 |
High: |
0.630 |
Low: |
0.630 |
Previous Close: |
0.670 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+16.67% |
1 Month |
|
|
-10.00% |
3 Months |
|
|
+23.53% |
YTD |
|
|
+53.66% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.760 |
0.540 |
1M High / 1M Low: |
0.880 |
0.460 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-03-14 |
0.960 |
Low (YTD): |
2024-01-19 |
0.290 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.648 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.632 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
253.99% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |