Soc. Generale Call 24 VAS 20.09.2024
/ DE000SW31NU7
Soc. Generale Call 24 VAS 20.09.2.../ DE000SW31NU7 /
| 2024-06-20 8:53:13 AM |
Chg.+0.010 |
Bid9:43:44 AM |
Ask9:43:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
+5.26% |
0.210
Bid Size: 10,000 |
0.220
Ask Size: 10,000 |
VOESTALPINE AG |
24.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW31NU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
0.09 |
| Time value: |
0.12 |
| Break-even: |
26.10 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
5.00% |
| Delta: |
0.64 |
| Theta: |
-0.01 |
| Omega: |
7.60 |
| Rho: |
0.04 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.200 |
| Previous Close: |
0.190 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.04% |
| 1 Month |
|
|
-37.50% |
| 3 Months |
|
|
-33.33% |
| YTD |
|
|
-66.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.190 |
| 1M High / 1M Low: |
0.370 |
0.190 |
| 6M High / 6M Low: |
0.610 |
0.190 |
| High (YTD): |
2024-01-02 |
0.560 |
| Low (YTD): |
2024-06-19 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.200 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.284 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.349 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.87% |
| Volatility 6M: |
|
130.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
