Soc. Generale Call 36 CMCSA 16.01.2026
/ DE000SW8QNP1
Soc. Generale Call 36 CMCSA 16.01.../ DE000SW8QNP1 /
2024-09-20 9:49:15 PM |
Chg.-0.010 |
Bid9:59:06 PM |
Ask9:59:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.670EUR |
-1.47% |
0.660 Bid Size: 9,000 |
0.670 Ask Size: 9,000 |
Comcast Corporation |
36.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
SW8QNP |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Comcast Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
36.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2024-04-08 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.62 |
Intrinsic value: |
0.37 |
Implied volatility: |
0.24 |
Historic volatility: |
0.20 |
Parity: |
0.37 |
Time value: |
0.30 |
Break-even: |
38.95 |
Moneyness: |
1.11 |
Premium: |
0.08 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
1.52% |
Delta: |
0.76 |
Theta: |
-0.01 |
Omega: |
4.06 |
Rho: |
0.27 |
Quote data
Open: |
0.650 |
High: |
0.700 |
Low: |
0.650 |
Previous Close: |
0.680 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+3.08% |
1 Month |
|
|
-1.47% |
3 Months |
|
|
+1.52% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.680 |
0.620 |
1M High / 1M Low: |
0.710 |
0.600 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.650 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.656 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
73.11% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |