Soc. Generale Call 30 VAS 20.09.2024
/ DE000SW1ZGB1
Soc. Generale Call 30 VAS 20.09.2.../ DE000SW1ZGB1 /
| 5/21/2024 10:12:57 AM |
Chg.+0.006 |
Bid5/21/2024 |
Ask5/21/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.054EUR |
+12.50% |
0.054
Bid Size: 15,000 |
0.064
Ask Size: 15,000 |
VOESTALPINE AG |
30.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
SW1ZGB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
8/8/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
42.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.25 |
| Parity: |
-0.34 |
| Time value: |
0.06 |
| Break-even: |
30.62 |
| Moneyness: |
0.89 |
| Premium: |
0.15 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.01 |
| Spread %: |
19.23% |
| Delta: |
0.27 |
| Theta: |
-0.01 |
| Omega: |
11.48 |
| Rho: |
0.02 |
Quote data
| Open: |
0.054 |
| High: |
0.054 |
| Low: |
0.054 |
| Previous Close: |
0.048 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+54.29% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
-37.21% |
| YTD |
|
|
-78.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.048 |
0.035 |
| 1M High / 1M Low: |
0.054 |
0.029 |
| 6M High / 6M Low: |
0.270 |
0.029 |
| High (YTD): |
1/2/2024 |
0.240 |
| Low (YTD): |
5/9/2024 |
0.029 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.041 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.043 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.120 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
301.57% |
| Volatility 6M: |
|
197.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
