Soc. Generale Call 25 VIG 20.09.2024
/ DE000SW3XN53
Soc. Generale Call 25 VIG 20.09.2.../ DE000SW3XN53 /
| 6/7/2024 9:43:10 PM |
Chg.-0.010 |
Bid9:44:24 PM |
Ask9:44:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-2.08% |
0.460
Bid Size: 7,000 |
0.500
Ask Size: 7,000 |
VIENNA INSURANCE GRO... |
25.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
SW3XN5 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
VIENNA INSURANCE GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
9/25/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.16 |
| Parity: |
0.45 |
| Time value: |
0.06 |
| Break-even: |
30.10 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.05 |
| Spread %: |
10.87% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
5.05 |
| Rho: |
0.06 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.460 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.08% |
| 1 Month |
|
|
-6.00% |
| 3 Months |
|
|
+42.42% |
| YTD |
|
|
+62.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.470 |
| 1M High / 1M Low: |
0.630 |
0.460 |
| 6M High / 6M Low: |
0.630 |
0.210 |
| High (YTD): |
5/22/2024 |
0.630 |
| Low (YTD): |
2/16/2024 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.476 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.548 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.364 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.94% |
| Volatility 6M: |
|
84.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
