Soc. Generale Call 4.8 BSD2 21.06.2024
/ DE000SW1LRW4
Soc. Generale Call 4.8 BSD2 21.06.../ DE000SW1LRW4 /
| 2024-05-08 9:41:41 AM |
Chg.+0.040 |
Bid10:08:00 AM |
Ask10:08:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
+33.33% |
0.160
Bid Size: 80,000 |
0.170
Ask Size: 80,000 |
BCO SANTANDER N.EO0,... |
4.80 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SW1LRW |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.80 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-28 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
26.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
-0.07 |
| Time value: |
0.18 |
| Break-even: |
4.98 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.01 |
| Spread %: |
5.88% |
| Delta: |
0.48 |
| Theta: |
0.00 |
| Omega: |
12.68 |
| Rho: |
0.00 |
Quote data
| Open: |
0.160 |
| High: |
0.160 |
| Low: |
0.160 |
| Previous Close: |
0.120 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.67% |
| 1 Month |
|
|
+23.08% |
| 3 Months |
|
|
+540.00% |
| YTD |
|
|
+263.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.092 |
| 1M High / 1M Low: |
0.250 |
0.066 |
| 6M High / 6M Low: |
0.250 |
0.017 |
| High (YTD): |
2024-04-29 |
0.250 |
| Low (YTD): |
2024-01-25 |
0.017 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.110 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.125 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.057 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
338.41% |
| Volatility 6M: |
|
225.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
