Soc. Generale Call 25 WIB 20.09.2024
/ DE000SW28GS1
Soc. Generale Call 25 WIB 20.09.2.../ DE000SW28GS1 /
| 2024-05-29 8:37:37 AM |
Chg.-0.02 |
Bid5:37:21 PM |
Ask5:37:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.06EUR |
-1.85% |
1.01
Bid Size: 6,000 |
1.04
Ask Size: 6,000 |
WIENERBERGER |
25.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW28GS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
WIENERBERGER |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
1.04 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.22 |
| Parity: |
1.04 |
| Time value: |
0.08 |
| Break-even: |
36.20 |
| Moneyness: |
1.42 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
1.82% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
2.89 |
| Rho: |
0.07 |
Quote data
| Open: |
1.06 |
| High: |
1.06 |
| Low: |
1.06 |
| Previous Close: |
1.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.75% |
| 1 Month |
|
|
+29.27% |
| 3 Months |
|
|
+37.66% |
| YTD |
|
|
+73.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.09 |
1.02 |
| 1M High / 1M Low: |
1.10 |
0.82 |
| 6M High / 6M Low: |
1.10 |
0.35 |
| High (YTD): |
2024-05-20 |
1.10 |
| Low (YTD): |
2024-01-17 |
0.43 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.74 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
49.00% |
| Volatility 6M: |
|
95.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
