Soc. Generale Call 36 MO 20.09.2024
/ DE000SW32YN7
Soc. Generale Call 36 MO 20.09.20.../ DE000SW32YN7 /
| 2024-06-14 9:38:35 PM |
Chg.-0.080 |
Bid9:58:02 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
-8.79% |
0.830
Bid Size: 6,000 |
-
Ask Size: - |
Altria Group Inc |
36.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW32YN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Altria Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-28 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.17 |
| Parity: |
0.78 |
| Time value: |
0.05 |
| Break-even: |
41.93 |
| Moneyness: |
1.23 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
4.64 |
| Rho: |
0.08 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.800 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.00% |
| 1 Month |
|
|
-10.75% |
| 3 Months |
|
|
+16.90% |
| YTD |
|
|
+80.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.830 |
| 1M High / 1M Low: |
1.000 |
0.830 |
| 6M High / 6M Low: |
1.000 |
0.360 |
| High (YTD): |
2024-06-07 |
1.000 |
| Low (YTD): |
2024-03-04 |
0.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.918 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.925 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.636 |
| Avg. volume 6M: |
|
331.452 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.70% |
| Volatility 6M: |
|
106.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
