Soc. Generale Call 25 VAS 20.12.2024
/ DE000SW3Y1E9
Soc. Generale Call 25 VAS 20.12.2.../ DE000SW3Y1E9 /
| 2024-06-04 3:39:31 PM |
Chg.-0.060 |
Bid8:00:06 PM |
Ask8:00:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-18.18% |
-
Bid Size: - |
-
Ask Size: - |
VOESTALPINE AG |
25.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
SW3Y1E |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
0.14 |
| Time value: |
0.17 |
| Break-even: |
28.10 |
| Moneyness: |
1.06 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
3.33% |
| Delta: |
0.68 |
| Theta: |
-0.01 |
| Omega: |
5.82 |
| Rho: |
0.08 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.270 |
| Previous Close: |
0.330 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.86% |
| 1 Month |
|
|
-3.57% |
| 3 Months |
|
|
-6.90% |
| YTD |
|
|
-50.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.300 |
| 1M High / 1M Low: |
0.350 |
0.220 |
| 6M High / 6M Low: |
0.590 |
0.220 |
| High (YTD): |
2024-01-02 |
0.540 |
| Low (YTD): |
2024-05-09 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.322 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.290 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.359 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.38% |
| Volatility 6M: |
|
110.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
