Soc. Generale Call 24 VAS 21.06.2024
/ DE000SW31NT9
Soc. Generale Call 24 VAS 21.06.2.../ DE000SW31NT9 /
| 2024-05-17 8:52:32 AM |
Chg.+0.030 |
Bid6:33:05 PM |
Ask6:33:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
+14.29% |
0.260
Bid Size: 10,000 |
0.270
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: |
10.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
0.19 |
| Time value: |
0.05 |
| Break-even: |
26.40 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
4.35% |
| Delta: |
0.77 |
| Theta: |
-0.01 |
| Omega: |
8.35 |
| Rho: |
0.02 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.210 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
+9.09% |
| 3 Months |
|
|
-14.29% |
| YTD |
|
|
-57.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.200 |
| 1M High / 1M Low: |
0.250 |
0.170 |
| 6M High / 6M Low: |
0.600 |
0.170 |
| High (YTD): |
2024-01-02 |
0.540 |
| Low (YTD): |
2024-05-09 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.208 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.209 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.350 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.76% |
| Volatility 6M: |
|
138.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
