Soc. Generale Call 35 EUZ 20.09.2024
/ DE000SW1ZM47
Soc. Generale Call 35 EUZ 20.09.2.../ DE000SW1ZM47 /
| 9/17/2024 8:12:11 AM |
Chg.- |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ECKERT+ZIEGLER INH ... |
35.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
SW1ZM4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ECKERT+ZIEGLER INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
8/8/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
- |
| Historic volatility: |
0.41 |
| Parity: |
0.66 |
| Time value: |
-0.03 |
| Break-even: |
41.30 |
| Moneyness: |
1.19 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.90 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.560 |
| High: |
0.560 |
| Low: |
0.560 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.44% |
| 1 Month |
|
|
-28.21% |
| 3 Months |
|
|
-48.62% |
| YTD |
|
|
-45.10% |
| 1 Year |
|
|
+21.74% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.450 |
| 1M High / 1M Low: |
0.890 |
0.450 |
| 6M High / 6M Low: |
1.500 |
0.350 |
| High (YTD): |
6/26/2024 |
1.500 |
| Low (YTD): |
4/19/2024 |
0.350 |
| 52W High: |
6/26/2024 |
1.500 |
| 52W Low: |
4/19/2024 |
0.350 |
| Avg. price 1W: |
|
0.510 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.680 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.882 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.871 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
152.57% |
| Volatility 6M: |
|
172.30% |
| Volatility 1Y: |
|
151.73% |
| Volatility 3Y: |
|
- |
