Soc. Generale Call 24 VAS 20.09.2024
/ DE000SW31NU7
Soc. Generale Call 24 VAS 20.09.2.../ DE000SW31NU7 /
| 14/06/2024 08:53:52 |
Chg.-0.040 |
Bid11:05:49 |
Ask11:05:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
-15.38% |
0.200
Bid Size: 10,000 |
0.210
Ask Size: 10,000 |
VOESTALPINE AG |
24.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
SW31NU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
27/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
0.11 |
| Time value: |
0.13 |
| Break-even: |
26.40 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
4.35% |
| Delta: |
0.66 |
| Theta: |
-0.01 |
| Omega: |
6.85 |
| Rho: |
0.04 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.220 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.03% |
| 1 Month |
|
|
-12.00% |
| 3 Months |
|
|
-31.25% |
| YTD |
|
|
-62.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.260 |
| 1M High / 1M Low: |
0.360 |
0.240 |
| 6M High / 6M Low: |
0.620 |
0.220 |
| High (YTD): |
02/01/2024 |
0.560 |
| Low (YTD): |
09/05/2024 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.280 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.300 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.364 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
224.32% |
| Volatility 6M: |
|
144.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
