Soc. Generale Call 26 VAS 21.06.2024
/ DE000SW2E5B1
Soc. Generale Call 26 VAS 21.06.2.../ DE000SW2E5B1 /
| 07/06/2024 08:57:10 |
Chg.+0.033 |
Bid10:03:06 |
Ask10:03:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.086EUR |
+62.26% |
0.085
Bid Size: 10,000 |
0.095
Ask Size: 10,000 |
VOESTALPINE AG |
26.00 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
SW2E5B |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
18/08/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
28.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
0.04 |
| Time value: |
0.06 |
| Break-even: |
26.93 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.01 |
| Spread %: |
12.05% |
| Delta: |
0.61 |
| Theta: |
-0.03 |
| Omega: |
17.21 |
| Rho: |
0.01 |
Quote data
| Open: |
0.086 |
| High: |
0.086 |
| Low: |
0.086 |
| Previous Close: |
0.053 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.82% |
| 1 Month |
|
|
-33.85% |
| 3 Months |
|
|
-14.00% |
| YTD |
|
|
-79.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.053 |
| 1M High / 1M Low: |
0.160 |
0.053 |
| 6M High / 6M Low: |
0.460 |
0.053 |
| High (YTD): |
02/01/2024 |
0.400 |
| Low (YTD): |
06/06/2024 |
0.053 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.100 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.112 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.210 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
417.78% |
| Volatility 6M: |
|
232.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
