Soc. Generale Call 3.8 BSD2 20.09.2024
/ DE000SW1ZJ59
Soc. Generale Call 3.8 BSD2 20.09.../ DE000SW1ZJ59 /
| 2024-06-10 8:11:56 AM |
Chg.-0.05 |
Bid6:34:42 PM |
Ask6:34:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.99EUR |
-4.81% |
1.00
Bid Size: 3,000 |
1.03
Ask Size: 3,000 |
BCO SANTANDER N.EO0,... |
3.80 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZJ5 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.80 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.23 |
| Parity: |
0.93 |
| Time value: |
0.11 |
| Break-even: |
4.84 |
| Moneyness: |
1.25 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.97% |
| Delta: |
0.88 |
| Theta: |
0.00 |
| Omega: |
4.00 |
| Rho: |
0.01 |
Quote data
| Open: |
0.99 |
| High: |
0.99 |
| Low: |
0.99 |
| Previous Close: |
1.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.66% |
| 1 Month |
|
|
-8.33% |
| 3 Months |
|
|
+135.71% |
| YTD |
|
|
+153.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.16 |
0.98 |
| 1M High / 1M Low: |
1.16 |
0.97 |
| 6M High / 6M Low: |
1.18 |
0.22 |
| High (YTD): |
2024-04-29 |
1.18 |
| Low (YTD): |
2024-01-29 |
0.22 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.61 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.52% |
| Volatility 6M: |
|
124.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
