Soc. Generale Call 34.57 IXD1 20.09.2024
/ DE000SW1ZQS4
Soc. Generale Call 34.57 IXD1 20..../ DE000SW1ZQS4 /
| 5/16/2024 9:49:26 PM |
Chg.-0.060 |
Bid9:04:37 AM |
Ask9:04:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
-5.77% |
0.970
Bid Size: 45,000 |
0.980
Ask Size: 45,000 |
INDITEX INH. EO... |
34.57 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
8/8/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
9.88:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.20 |
| Parity: |
0.93 |
| Time value: |
0.12 |
| Break-even: |
44.95 |
| Moneyness: |
1.27 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.96% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
3.71 |
| Rho: |
0.10 |
Quote data
| Open: |
1.050 |
| High: |
1.050 |
| Low: |
0.980 |
| Previous Close: |
1.040 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.08% |
| 1 Month |
|
|
+1.03% |
| 3 Months |
|
|
+53.13% |
| YTD |
|
|
+44.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.960 |
| 1M High / 1M Low: |
1.200 |
0.930 |
| 6M High / 6M Low: |
1.280 |
0.450 |
| High (YTD): |
3/28/2024 |
1.280 |
| Low (YTD): |
1/5/2024 |
0.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.994 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.010 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.790 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.39% |
| Volatility 6M: |
|
93.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
