Soc. Generale Call 300 ROG 20.09.2024
/ DE000SW13PF1
Soc. Generale Call 300 ROG 20.09..../ DE000SW13PF1 /
| 2024-06-24 9:47:39 PM |
Chg.0.000 |
Bid9:58:09 PM |
Ask9:58:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.074EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
ROCHE GS |
300.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
SW13PF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ROCHE GS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
219.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.22 |
| Parity: |
-5.02 |
| Time value: |
0.12 |
| Break-even: |
314.94 |
| Moneyness: |
0.84 |
| Premium: |
0.20 |
| Premium p.a.: |
1.10 |
| Spread abs.: |
0.01 |
| Spread %: |
9.09% |
| Delta: |
0.09 |
| Theta: |
-0.03 |
| Omega: |
19.33 |
| Rho: |
0.05 |
Quote data
| Open: |
0.090 |
| High: |
0.100 |
| Low: |
0.072 |
| Previous Close: |
0.074 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.78% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
+34.55% |
| YTD |
|
|
-64.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.074 |
0.069 |
| 1M High / 1M Low: |
0.074 |
0.034 |
| 6M High / 6M Low: |
0.320 |
0.021 |
| High (YTD): |
2024-01-04 |
0.320 |
| Low (YTD): |
2024-05-03 |
0.021 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.072 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.054 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.106 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
237.88% |
| Volatility 6M: |
|
323.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
