Soc. Generale Call 26 VAS 21.06.2024
/ DE000SW2E5B1
Soc. Generale Call 26 VAS 21.06.2.../ DE000SW2E5B1 /
| 2024-06-04 10:30:53 AM |
Chg.-0.050 |
Bid1:48:35 PM |
Ask1:48:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
-35.71% |
0.071
Bid Size: 10,000 |
0.081
Ask Size: 10,000 |
VOESTALPINE AG |
26.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SW2E5B |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-18 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
22.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.24 |
| Parity: |
0.04 |
| Time value: |
0.08 |
| Break-even: |
27.20 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.90 |
| Spread abs.: |
0.01 |
| Spread %: |
9.09% |
| Delta: |
0.59 |
| Theta: |
-0.03 |
| Omega: |
13.01 |
| Rho: |
0.01 |
Quote data
| Open: |
0.099 |
| High: |
0.099 |
| Low: |
0.090 |
| Previous Close: |
0.140 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.75% |
| 1 Month |
|
|
-18.18% |
| 3 Months |
|
|
-43.75% |
| YTD |
|
|
-78.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.110 |
| 1M High / 1M Low: |
0.160 |
0.070 |
| 6M High / 6M Low: |
0.460 |
0.070 |
| High (YTD): |
2024-01-02 |
0.400 |
| Low (YTD): |
2024-05-09 |
0.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.132 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.116 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.215 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
287.39% |
| Volatility 6M: |
|
194.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
