Soc. Generale Call 2200 OMXS30 20.09.2024
/ DE000SW337P7
Soc. Generale Call 2200 OMXS30 20.../ DE000SW337P7 /
| 5/31/2024 9:35:27 AM |
Chg.+0.09 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.70EUR |
+2.49% |
-
Bid Size: - |
-
Ask Size: - |
OMX Stockholm 30 Ind... |
2,200.00 SEK |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
9/28/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
5.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.76 |
| Intrinsic value: |
3.54 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.01 |
| Parity: |
3.54 |
| Time value: |
0.46 |
| Break-even: |
232.61 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.25% |
| Delta: |
0.88 |
| Theta: |
-0.05 |
| Omega: |
5.01 |
| Rho: |
0.49 |
Quote data
| Open: |
3.70 |
| High: |
3.70 |
| Low: |
3.70 |
| Previous Close: |
3.61 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.88% |
| 1 Month |
|
|
+6.32% |
| 3 Months |
|
|
+39.10% |
| YTD |
|
|
+46.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.05 |
3.61 |
| 1M High / 1M Low: |
4.13 |
3.27 |
| 6M High / 6M Low: |
4.13 |
1.60 |
| High (YTD): |
5/23/2024 |
4.13 |
| Low (YTD): |
1/19/2024 |
1.71 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.29% |
| Volatility 6M: |
|
68.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
