Soc. Generale Call 3.6 BSD2 20.09.2024
/ DE000SW1ZJ42
Soc. Generale Call 3.6 BSD2 20.09.../ DE000SW1ZJ42 /
| 2024-06-10 8:11:56 AM |
Chg.-0.05 |
Bid5:48:12 PM |
Ask5:48:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.17EUR |
-4.10% |
1.18
Bid Size: 2,600 |
1.21
Ask Size: 2,600 |
BCO SANTANDER N.EO0,... |
3.60 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZJ4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.60 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
1.13 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.23 |
| Parity: |
1.13 |
| Time value: |
0.09 |
| Break-even: |
4.82 |
| Moneyness: |
1.32 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.83% |
| Delta: |
0.91 |
| Theta: |
0.00 |
| Omega: |
3.54 |
| Rho: |
0.01 |
Quote data
| Open: |
1.17 |
| High: |
1.17 |
| Low: |
1.17 |
| Previous Close: |
1.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.69% |
| 1 Month |
|
|
-7.14% |
| 3 Months |
|
|
+116.67% |
| YTD |
|
|
+134.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.34 |
1.16 |
| 1M High / 1M Low: |
1.34 |
1.15 |
| 6M High / 6M Low: |
1.35 |
0.31 |
| High (YTD): |
2024-04-29 |
1.35 |
| Low (YTD): |
2024-01-29 |
0.31 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.66% |
| Volatility 6M: |
|
103.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
