Soc. Generale Call 4.8 BSD2 21.06.2024
/ DE000SW1LRW4
Soc. Generale Call 4.8 BSD2 21.06.../ DE000SW1LRW4 /
| 5/29/2024 9:41:37 AM |
Chg.-0.023 |
Bid1:45:53 PM |
Ask1:45:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.097EUR |
-19.17% |
0.085
Bid Size: 70,000 |
0.095
Ask Size: 70,000 |
BCO SANTANDER N.EO0,... |
4.80 EUR |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
7/28/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
39.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
-0.04 |
| Time value: |
0.12 |
| Break-even: |
4.92 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.01 |
| Spread %: |
9.09% |
| Delta: |
0.48 |
| Theta: |
0.00 |
| Omega: |
19.11 |
| Rho: |
0.00 |
Quote data
| Open: |
0.097 |
| High: |
0.097 |
| Low: |
0.097 |
| Previous Close: |
0.120 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.94% |
| 1 Month |
|
|
-61.20% |
| 3 Months |
|
|
+361.90% |
| YTD |
|
|
+120.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.096 |
| 1M High / 1M Low: |
0.250 |
0.092 |
| 6M High / 6M Low: |
0.250 |
0.017 |
| High (YTD): |
4/29/2024 |
0.250 |
| Low (YTD): |
1/25/2024 |
0.017 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.133 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.151 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.070 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
313.48% |
| Volatility 6M: |
|
240.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
