Soc. Generale Call 3.5 KPN 20.09.2024
/ DE000SW1ZRU8
Soc. Generale Call 3.5 KPN 20.09..../ DE000SW1ZRU8 /
| 2024-06-21 9:48:04 PM |
Chg.-0.030 |
Bid9:53:10 PM |
Ask9:53:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
-15.00% |
0.180
Bid Size: 10,000 |
0.200
Ask Size: 10,000 |
Koninklijke KPN NV |
3.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZRU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Koninklijke KPN NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.10 |
| Parity: |
0.08 |
| Time value: |
0.11 |
| Break-even: |
3.69 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
5.56% |
| Delta: |
0.66 |
| Theta: |
0.00 |
| Omega: |
12.42 |
| Rho: |
0.01 |
Quote data
| Open: |
0.200 |
| High: |
0.210 |
| Low: |
0.170 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.43% |
| 1 Month |
|
|
+41.67% |
| 3 Months |
|
|
+54.55% |
| YTD |
|
|
+123.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.150 |
| 1M High / 1M Low: |
0.200 |
0.110 |
| 6M High / 6M Low: |
0.200 |
0.071 |
| High (YTD): |
2024-06-20 |
0.200 |
| Low (YTD): |
2024-01-10 |
0.071 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.170 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.137 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.115 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.80% |
| Volatility 6M: |
|
145.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
