Soc. Generale Call 26 VAS 21.06.2024
/ DE000SW2E5B1
Soc. Generale Call 26 VAS 21.06.2.../ DE000SW2E5B1 /
| 17/05/2024 08:56:00 |
Chg.+0.020 |
Bid14:26:41 |
Ask14:26:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
+22.22% |
0.120
Bid Size: 10,000 |
0.130
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: |
21.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.24 |
| Parity: |
-0.01 |
| Time value: |
0.12 |
| Break-even: |
27.20 |
| Moneyness: |
1.00 |
| Premium: |
0.05 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.01 |
| Spread %: |
9.09% |
| Delta: |
0.52 |
| Theta: |
-0.02 |
| Omega: |
11.28 |
| Rho: |
0.01 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.090 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.22% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-42.11% |
| YTD |
|
|
-73.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.086 |
| 1M High / 1M Low: |
0.130 |
0.070 |
| 6M High / 6M Low: |
0.460 |
0.070 |
| High (YTD): |
02/01/2024 |
0.400 |
| Low (YTD): |
09/05/2024 |
0.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.093 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.100 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.230 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
290.92% |
| Volatility 6M: |
|
182.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
