Soc. Generale Call 3.75 CABK 21.06.2024
/ DE000SW3K1L0
Soc. Generale Call 3.75 CABK 21.0.../ DE000SW3K1L0 /
| 04/06/2024 09:06:33 |
Chg.-0.01 |
Bid10:50:36 |
Ask10:50:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.57EUR |
-0.63% |
1.35
Bid Size: 35,000 |
1.37
Ask Size: 35,000 |
CAIXABANK CAIXABANK,... |
3.75 EUR |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
18/09/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
3.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.55 |
| Intrinsic value: |
1.54 |
| Implied volatility: |
1.21 |
| Historic volatility: |
0.22 |
| Parity: |
1.54 |
| Time value: |
0.06 |
| Break-even: |
5.35 |
| Moneyness: |
1.41 |
| Premium: |
0.01 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
1.27% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
3.07 |
| Rho: |
0.00 |
Quote data
| Open: |
1.57 |
| High: |
1.57 |
| Low: |
1.57 |
| Previous Close: |
1.58 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.03% |
| 1 Month |
|
|
+25.60% |
| 3 Months |
|
|
+227.08% |
| YTD |
|
|
+423.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.58 |
1.35 |
| 1M High / 1M Low: |
1.58 |
1.16 |
| 6M High / 6M Low: |
1.58 |
0.27 |
| High (YTD): |
03/06/2024 |
1.58 |
| Low (YTD): |
13/02/2024 |
0.27 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.71 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.29% |
| Volatility 6M: |
|
119.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
