Soc. Generale Call 4 BSD2 20.12.2024
/ DE000SW1QJ43
Soc. Generale Call 4 BSD2 20.12.2.../ DE000SW1QJ43 /
| 2024-06-10 8:11:29 AM |
Chg.-0.040 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
-4.49% |
-
Bid Size: - |
-
Ask Size: - |
BCO SANTANDER N.EO0,... |
4.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
SW1QJ4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-01 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
5.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.23 |
| Parity: |
0.73 |
| Time value: |
0.15 |
| Break-even: |
4.88 |
| Moneyness: |
1.18 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.15% |
| Delta: |
0.86 |
| Theta: |
0.00 |
| Omega: |
4.64 |
| Rho: |
0.02 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.850 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.14% |
| 1 Month |
|
|
-7.61% |
| 3 Months |
|
|
+142.86% |
| YTD |
|
|
+150.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.840 |
| 1M High / 1M Low: |
1.000 |
0.830 |
| 6M High / 6M Low: |
1.020 |
0.200 |
| High (YTD): |
2024-04-29 |
1.020 |
| Low (YTD): |
2024-01-29 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.914 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.923 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.527 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.91% |
| Volatility 6M: |
|
120.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
