Soc. Generale Call 24 VAS 21.06.2024
/ DE000SW31NT9
Soc. Generale Call 24 VAS 21.06.2.../ DE000SW31NT9 /
| 2024-06-07 8:53:28 AM |
Chg.+0.080 |
Bid4:33:13 PM |
Ask4:33:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
+50.00% |
0.230
Bid Size: 10,000 |
0.250
Ask Size: 10,000 |
VOESTALPINE AG |
24.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SW31NT |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.24 |
| Parity: |
0.24 |
| Time value: |
0.01 |
| Break-even: |
26.50 |
| Moneyness: |
1.10 |
| Premium: |
0.00 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
8.70% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
9.58 |
| Rho: |
0.01 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.00% |
| 1 Month |
|
|
-4.00% |
| 3 Months |
|
|
+26.32% |
| YTD |
|
|
-57.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.160 |
| 1M High / 1M Low: |
0.320 |
0.160 |
| 6M High / 6M Low: |
0.600 |
0.160 |
| High (YTD): |
2024-01-02 |
0.540 |
| Low (YTD): |
2024-06-06 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.238 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.245 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.332 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
270.33% |
| Volatility 6M: |
|
167.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
