Soc. Generale Call 30 EUZ 20.09.2024
/ DE000SW3XJ83
Soc. Generale Call 30 EUZ 20.09.2.../ DE000SW3XJ83 /
| 18/06/2024 12:21:31 |
Chg.-0.030 |
Bid12:43:16 |
Ask12:43:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.510EUR |
-1.95% |
1.510
Bid Size: 4,000 |
1.560
Ask Size: 4,000 |
ECKERT+ZIEGLER INH ... |
30.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
SW3XJ8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ECKERT+ZIEGLER INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
25/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.52 |
| Intrinsic value: |
1.49 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.39 |
| Parity: |
1.49 |
| Time value: |
0.11 |
| Break-even: |
46.00 |
| Moneyness: |
1.50 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.05 |
| Spread %: |
3.23% |
| Delta: |
0.91 |
| Theta: |
-0.02 |
| Omega: |
2.55 |
| Rho: |
0.06 |
Quote data
| Open: |
1.530 |
| High: |
1.530 |
| Low: |
1.510 |
| Previous Close: |
1.540 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.22% |
| 1 Month |
|
|
-8.48% |
| 3 Months |
|
|
+46.60% |
| YTD |
|
|
+10.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.770 |
1.500 |
| 1M High / 1M Low: |
1.840 |
1.450 |
| 6M High / 6M Low: |
1.840 |
0.630 |
| High (YTD): |
06/06/2024 |
1.840 |
| Low (YTD): |
19/04/2024 |
0.630 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.636 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.665 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.300 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.81% |
| Volatility 6M: |
|
117.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
