Soc. Generale Call 2200 OMXS30 20.09.2024
/ DE000SW337P7
Soc. Generale Call 2200 OMXS30 20.../ DE000SW337P7 /
| 07/06/2024 09:46:16 |
Chg.-0.04 |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.02EUR |
-0.99% |
-
Bid Size: - |
-
Ask Size: - |
OMX Stockholm 30 Ind... |
2,200.00 SEK |
20/09/2024 |
Call |
Master data
| WKN: |
SW337P |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
OMX Stockholm 30 Index |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,200.00 SEK |
| Maturity: |
20/09/2024 |
| Issue date: |
28/09/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
5.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.92 |
| Intrinsic value: |
3.72 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.01 |
| Parity: |
3.72 |
| Time value: |
0.25 |
| Break-even: |
232.95 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.25% |
| Delta: |
0.96 |
| Theta: |
-0.03 |
| Omega: |
5.56 |
| Rho: |
0.52 |
Quote data
| Open: |
4.02 |
| High: |
4.02 |
| Low: |
4.02 |
| Previous Close: |
4.06 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.65% |
| 1 Month |
|
|
+6.07% |
| 3 Months |
|
|
+45.65% |
| YTD |
|
|
+59.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.06 |
3.87 |
| 1M High / 1M Low: |
4.13 |
3.61 |
| 6M High / 6M Low: |
4.13 |
1.71 |
| High (YTD): |
23/05/2024 |
4.13 |
| Low (YTD): |
19/01/2024 |
1.71 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.84 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.60% |
| Volatility 6M: |
|
69.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
