Soc. Generale Call 205 SWED/A 21.06.2024
/ DE000SU51935
Soc. Generale Call 205 SWED/A 21..../ DE000SU51935 /
| 2024-06-06 8:47:47 AM |
Chg.0.000 |
Bid4:04:45 PM |
Ask4:04:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
0.00% |
0.500
Bid Size: 6,000 |
0.580
Ask Size: 6,000 |
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: |
18.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.27 |
| Parity: |
0.29 |
| Time value: |
0.23 |
| Break-even: |
19.18 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.81 |
| Spread abs.: |
0.01 |
| Spread %: |
1.96% |
| Delta: |
0.65 |
| Theta: |
-0.02 |
| Omega: |
11.77 |
| Rho: |
0.00 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.470 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.96% |
| 1 Month |
|
|
-9.62% |
| 3 Months |
|
|
-47.78% |
| YTD |
|
|
+14.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.470 |
| 1M High / 1M Low: |
0.760 |
0.470 |
| 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: |
|
0.586 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.604 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
238.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
