Soc. Generale Call 260 ROK 21.06.2024
/ DE000SW3WJT0
Soc. Generale Call 260 ROK 21.06..../ DE000SW3WJT0 /
2024-06-07 9:44:33 PM |
Chg.+0.010 |
Bid9:59:29 PM |
Ask9:59:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.360EUR |
+2.86% |
0.370 Bid Size: 8,200 |
0.410 Ask Size: 8,200 |
Rockwell Automation ... |
260.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
SW3WJT |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Rockwell Automation Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
260.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-09-25 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
57.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.32 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.27 |
Parity: |
-0.44 |
Time value: |
0.41 |
Break-even: |
242.81 |
Moneyness: |
0.98 |
Premium: |
0.04 |
Premium p.a.: |
1.52 |
Spread abs.: |
0.04 |
Spread %: |
10.81% |
Delta: |
0.40 |
Theta: |
-0.21 |
Omega: |
23.15 |
Rho: |
0.03 |
Quote data
Open: |
0.200 |
High: |
0.430 |
Low: |
0.200 |
Previous Close: |
0.350 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-28.00% |
1 Month |
|
|
-79.07% |
3 Months |
|
|
-91.02% |
YTD |
|
|
-93.54% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.560 |
0.350 |
1M High / 1M Low: |
1.770 |
0.350 |
6M High / 6M Low: |
5.710 |
0.350 |
High (YTD): |
2024-01-08 |
5.270 |
Low (YTD): |
2024-06-06 |
0.350 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.450 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.041 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.114 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
242.50% |
Volatility 6M: |
|
200.45% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |