Soc. Generale Call 30 GBF 21.06.2024
/ DE000SW2BE69
Soc. Generale Call 30 GBF 21.06.2.../ DE000SW2BE69 /
| 2024-05-15 1:07:58 PM |
Chg.+0.15 |
Bid2024-05-15 |
Ask2024-05-15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.71EUR |
+9.62% |
1.71
Bid Size: 2,000 |
1.75
Ask Size: 2,000 |
BILFINGER SE O.N. |
30.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SW2BE6 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BILFINGER SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.66 |
| Intrinsic value: |
1.65 |
| Implied volatility: |
1.02 |
| Historic volatility: |
0.25 |
| Parity: |
1.65 |
| Time value: |
0.06 |
| Break-even: |
47.10 |
| Moneyness: |
1.55 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.09 |
| Spread %: |
5.56% |
| Delta: |
0.94 |
| Theta: |
-0.03 |
| Omega: |
2.54 |
| Rho: |
0.03 |
Quote data
| Open: |
1.57 |
| High: |
1.78 |
| Low: |
1.57 |
| Previous Close: |
1.56 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.25% |
| 1 Month |
|
|
+51.33% |
| 3 Months |
|
|
+29.55% |
| YTD |
|
|
+185.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.56 |
1.51 |
| 1M High / 1M Low: |
1.56 |
1.07 |
| 6M High / 6M Low: |
1.56 |
0.52 |
| High (YTD): |
2024-05-14 |
1.56 |
| Low (YTD): |
2024-01-03 |
0.54 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.01 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.54% |
| Volatility 6M: |
|
107.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
