Soc. Generale Call 30 VAS 20.09.2024
/ DE000SW1ZGB1
Soc. Generale Call 30 VAS 20.09.2.../ DE000SW1ZGB1 /
| 17/05/2024 08:11:53 |
Chg.+0.007 |
Bid16:46:07 |
Ask16:46:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.044EUR |
+18.92% |
0.047
Bid Size: 15,000 |
0.057
Ask Size: 15,000 |
VOESTALPINE AG |
30.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
SW1ZGB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
08/08/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
48.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
-0.41 |
| Time value: |
0.05 |
| Break-even: |
30.53 |
| Moneyness: |
0.86 |
| Premium: |
0.18 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.01 |
| Spread %: |
23.26% |
| Delta: |
0.23 |
| Theta: |
-0.01 |
| Omega: |
11.32 |
| Rho: |
0.02 |
Quote data
| Open: |
0.044 |
| High: |
0.044 |
| Low: |
0.044 |
| Previous Close: |
0.037 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.33% |
| 1 Month |
|
|
-4.35% |
| 3 Months |
|
|
-60.00% |
| YTD |
|
|
-82.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.043 |
0.035 |
| 1M High / 1M Low: |
0.054 |
0.029 |
| 6M High / 6M Low: |
0.270 |
0.029 |
| High (YTD): |
02/01/2024 |
0.240 |
| Low (YTD): |
09/05/2024 |
0.029 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.039 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.043 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.122 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
306.23% |
| Volatility 6M: |
|
195.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
