Soc. Generale Call 4.25 CABK 21.06.2024
/ DE000SW2BVN4
Soc. Generale Call 4.25 CABK 21.0.../ DE000SW2BVN4 /
| 5/29/2024 8:32:22 AM |
Chg.+0.030 |
Bid9:45:34 AM |
Ask9:45:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
+3.37% |
0.980
Bid Size: 35,000 |
1.000
Ask Size: 35,000 |
CAIXABANK CAIXABANK,... |
4.25 EUR |
6/21/2024 |
Call |
Master data
| WKN: |
SW2BVN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CAIXABANK CAIXABANK, S.A. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.25 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
8/16/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
5.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.22 |
| Parity: |
0.93 |
| Time value: |
0.09 |
| Break-even: |
5.27 |
| Moneyness: |
1.22 |
| Premium: |
0.02 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.02 |
| Spread %: |
2.00% |
| Delta: |
0.86 |
| Theta: |
-0.01 |
| Omega: |
4.39 |
| Rho: |
0.00 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.920 |
| Previous Close: |
0.890 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.55% |
| 1 Month |
|
|
-8.00% |
| 3 Months |
|
|
+557.14% |
| YTD |
|
|
+557.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.830 |
| 1M High / 1M Low: |
1.000 |
0.660 |
| 6M High / 6M Low: |
1.000 |
0.120 |
| High (YTD): |
4/29/2024 |
1.000 |
| Low (YTD): |
2/19/2024 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.872 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.794 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.380 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.08% |
| Volatility 6M: |
|
163.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
