Soc. Generale Call 40.99 IXD1 20.09.2024
/ DE000SW2YZD8
Soc. Generale Call 40.99 IXD1 20..../ DE000SW2YZD8 /
| 5/29/2024 9:57:30 AM |
Chg.-0.060 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
-11.11% |
-
Bid Size: - |
-
Ask Size: - |
INDITEX INH. EO... |
40.99 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
SW2YZD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
INDITEX INH. EO 0,03 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.99 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
8/31/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
9.88:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
8.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.20 |
| Parity: |
0.28 |
| Time value: |
0.23 |
| Break-even: |
46.03 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
2.00% |
| Delta: |
0.70 |
| Theta: |
-0.02 |
| Omega: |
6.05 |
| Rho: |
0.08 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.480 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.67% |
| 1 Month |
|
|
-17.24% |
| 3 Months |
|
|
+45.45% |
| YTD |
|
|
+71.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.450 |
| 1M High / 1M Low: |
0.580 |
0.420 |
| 6M High / 6M Low: |
0.700 |
0.190 |
| High (YTD): |
4/4/2024 |
0.700 |
| Low (YTD): |
1/5/2024 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.506 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.474 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.369 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.46% |
| Volatility 6M: |
|
150.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
