Soc. Generale Call 25 WIB 21.06.2024
/ DE000SW2BKJ5
Soc. Generale Call 25 WIB 21.06.2.../ DE000SW2BKJ5 /
| 5/17/2024 12:10:19 PM |
Chg.0.000 |
Bid5/17/2024 |
Ask5/17/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.040EUR |
0.00% |
1.040
Bid Size: 10,000 |
1.060
Ask Size: 10,000 |
WIENERBERGER |
25.00 EUR |
6/21/2024 |
Call |
Master data
| WKN: |
SW2BKJ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
WIENERBERGER |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
8/16/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
1.05 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.22 |
| Parity: |
1.05 |
| Time value: |
0.02 |
| Break-even: |
35.70 |
| Moneyness: |
1.42 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
1.90% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
3.17 |
| Rho: |
0.02 |
Quote data
| Open: |
1.030 |
| High: |
1.050 |
| Low: |
1.030 |
| Previous Close: |
1.040 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.95% |
| 1 Month |
|
|
+35.06% |
| 3 Months |
|
|
+30.00% |
| YTD |
|
|
+73.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
1.030 |
| 1M High / 1M Low: |
1.070 |
0.730 |
| 6M High / 6M Low: |
1.070 |
0.250 |
| High (YTD): |
5/9/2024 |
1.070 |
| Low (YTD): |
1/17/2024 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.042 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.899 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.667 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.49% |
| Volatility 6M: |
|
89.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
