Soc. Generale Call 2400 OMXS30 21.06.2024
/ DE000SV64NC8
Soc. Generale Call 2400 OMXS30 21.../ DE000SV64NC8 /
| 2024-05-22 8:37:05 AM |
Chg.-0.01 |
Bid8:53:06 AM |
Ask8:53:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.07EUR |
-0.48% |
2.08
Bid Size: 20,000 |
2.10
Ask Size: 20,000 |
OMX Stockholm 30 Ind... |
2,400.00 SEK |
2024-06-21 |
Call |
Master data
| WKN: |
SV64NC |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
OMX Stockholm 30 Index |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,400.00 SEK |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-06 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
10.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.06 |
| Intrinsic value: |
1.99 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.01 |
| Parity: |
1.99 |
| Time value: |
0.10 |
| Break-even: |
227.63 |
| Moneyness: |
1.10 |
| Premium: |
0.00 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.48% |
| Delta: |
0.95 |
| Theta: |
-0.04 |
| Omega: |
10.27 |
| Rho: |
0.16 |
Quote data
| Open: |
2.07 |
| High: |
2.07 |
| Low: |
2.07 |
| Previous Close: |
2.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.82% |
| 1 Month |
|
|
+61.72% |
| 3 Months |
|
|
+165.38% |
| YTD |
|
|
+111.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.13 |
1.87 |
| 1M High / 1M Low: |
2.13 |
1.27 |
| 6M High / 6M Low: |
2.13 |
0.35 |
| High (YTD): |
2024-05-15 |
2.13 |
| Low (YTD): |
2024-01-19 |
0.42 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.98 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.95% |
| Volatility 6M: |
|
130.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
