Soc. Generale Call 34.57 IXD1 20.09.2024
/ DE000SW1ZQS4
Soc. Generale Call 34.57 IXD1 20..../ DE000SW1ZQS4 /
| 07/06/2024 21:41:21 |
Chg.-0.060 |
Bid07/06/2024 |
Ask07/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.190EUR |
-4.80% |
1.190
Bid Size: 2,600 |
1.210
Ask Size: 2,600 |
INDITEX INH. EO... |
34.57 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
SW1ZQS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
INDITEX INH. EO 0,03 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
34.57 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
08/08/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
9.88:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.20 |
| Parity: |
1.12 |
| Time value: |
0.09 |
| Break-even: |
46.53 |
| Moneyness: |
1.32 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.83% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
3.48 |
| Rho: |
0.08 |
Quote data
| Open: |
1.240 |
| High: |
1.250 |
| Low: |
1.190 |
| Previous Close: |
1.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
+26.60% |
| 3 Months |
|
|
+63.01% |
| YTD |
|
|
+75.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.250 |
1.030 |
| 1M High / 1M Low: |
1.250 |
0.940 |
| 6M High / 6M Low: |
1.280 |
0.540 |
| High (YTD): |
28/03/2024 |
1.280 |
| Low (YTD): |
05/01/2024 |
0.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.150 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.046 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.857 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.17% |
| Volatility 6M: |
|
94.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
