Soc. Generale Call 3.75 CABK 21.06.2024
/ DE000SW3K1L0
Soc. Generale Call 3.75 CABK 21.0.../ DE000SW3K1L0 /
2024-05-31 9:04:20 AM |
Chg.+0.20 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.55EUR |
+14.81% |
- Bid Size: - |
- Ask Size: - |
CAIXABANK CAIXABANK,... |
3.75 EUR |
2024-06-21 |
Call |
Master data
WKN: |
SW3K1L |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
CAIXABANK CAIXABANK, S.A. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3.75 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-09-18 |
Last trading day: |
2024-06-21 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
3.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.51 |
Intrinsic value: |
1.50 |
Implied volatility: |
1.06 |
Historic volatility: |
0.22 |
Parity: |
1.50 |
Time value: |
0.06 |
Break-even: |
5.31 |
Moneyness: |
1.40 |
Premium: |
0.01 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.02 |
Spread %: |
1.30% |
Delta: |
0.93 |
Theta: |
0.00 |
Omega: |
3.12 |
Rho: |
0.00 |
Quote data
Open: |
1.55 |
High: |
1.55 |
Low: |
1.55 |
Previous Close: |
1.35 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.81% |
1 Month |
|
|
+17.42% |
3 Months |
|
|
+318.92% |
YTD |
|
|
+416.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.45 |
1.35 |
1M High / 1M Low: |
1.45 |
1.16 |
6M High / 6M Low: |
1.47 |
0.27 |
High (YTD): |
2024-04-29 |
1.47 |
Low (YTD): |
2024-02-13 |
0.27 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.40 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.28 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.70 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
76.21% |
Volatility 6M: |
|
118.95% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |