Soc. Generale Call 34 VAS 20.09.2024
/ DE000SW1ZGD7
Soc. Generale Call 34 VAS 20.09.2.../ DE000SW1ZGD7 /
| 17/05/2024 08:11:55 |
Chg.+0.002 |
Bid16:11:27 |
Ask16:11:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.007EUR |
+40.00% |
0.008
Bid Size: 15,000 |
0.020
Ask Size: 15,000 |
VOESTALPINE AG |
34.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
SW1ZGD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
34.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
08/08/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
129.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
-0.81 |
| Time value: |
0.02 |
| Break-even: |
34.20 |
| Moneyness: |
0.76 |
| Premium: |
0.32 |
| Premium p.a.: |
1.24 |
| Spread abs.: |
0.01 |
| Spread %: |
233.33% |
| Delta: |
0.10 |
| Theta: |
0.00 |
| Omega: |
12.40 |
| Rho: |
0.01 |
Quote data
| Open: |
0.007 |
| High: |
0.007 |
| Low: |
0.007 |
| Previous Close: |
0.005 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-12.50% |
| 3 Months |
|
|
-83.72% |
| YTD |
|
|
-94.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.007 |
0.004 |
| 1M High / 1M Low: |
0.010 |
0.002 |
| 6M High / 6M Low: |
0.140 |
0.002 |
| High (YTD): |
02/01/2024 |
0.120 |
| Low (YTD): |
09/05/2024 |
0.002 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.005 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.007 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.052 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,068.00% |
| Volatility 6M: |
|
465.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
