Soc. Generale Call 4.2 BSD2 20.09.2024
/ DE000SW1ZJ75
Soc. Generale Call 4.2 BSD2 20.09.../ DE000SW1ZJ75 /
| 10/06/2024 08:11:56 |
Chg.-0.040 |
Bid15:41:48 |
Ask15:41:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
-5.80% |
0.640
Bid Size: 45,000 |
0.650
Ask Size: 45,000 |
BCO SANTANDER N.EO0,... |
4.20 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
SW1ZJ7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.20 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
08/08/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.23 |
| Parity: |
0.53 |
| Time value: |
0.16 |
| Break-even: |
4.89 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
1.47% |
| Delta: |
0.79 |
| Theta: |
0.00 |
| Omega: |
5.41 |
| Rho: |
0.01 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.650 |
| Previous Close: |
0.690 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.75% |
| 1 Month |
|
|
-12.16% |
| 3 Months |
|
|
+195.45% |
| YTD |
|
|
+195.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.640 |
| 1M High / 1M Low: |
0.810 |
0.640 |
| 6M High / 6M Low: |
0.840 |
0.110 |
| High (YTD): |
29/04/2024 |
0.840 |
| Low (YTD): |
19/02/2024 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.718 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.734 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.381 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.45% |
| Volatility 6M: |
|
145.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
