Soc. Generale Call 40 SAX 21.06.2024
/ DE000SW1G1U9
Soc. Generale Call 40 SAX 21.06.2.../ DE000SW1G1U9 /
2024-06-03 9:43:23 PM |
Chg.-0.020 |
Bid2024-06-03 |
Ask2024-06-03 |
Underlying |
Strike price |
Expiration date |
Option type |
2.510EUR |
-0.79% |
2.510 Bid Size: 1,200 |
2.580 Ask Size: 1,200 |
STROEER SE + CO. KGA... |
40.00 - |
2024-06-21 |
Call |
Master data
WKN: |
SW1G1U |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
STROEER SE + CO. KGAA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-07-26 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.56 |
Intrinsic value: |
2.55 |
Implied volatility: |
1.63 |
Historic volatility: |
0.23 |
Parity: |
2.55 |
Time value: |
0.08 |
Break-even: |
66.30 |
Moneyness: |
1.64 |
Premium: |
0.01 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.07 |
Spread %: |
2.73% |
Delta: |
0.94 |
Theta: |
-0.08 |
Omega: |
2.34 |
Rho: |
0.02 |
Quote data
Open: |
2.550 |
High: |
2.560 |
Low: |
2.480 |
Previous Close: |
2.530 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-0.40% |
1 Month |
|
|
+14.61% |
3 Months |
|
|
+102.42% |
YTD |
|
|
+69.59% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.530 |
2.440 |
1M High / 1M Low: |
2.680 |
2.020 |
6M High / 6M Low: |
2.680 |
1.220 |
High (YTD): |
2024-05-21 |
2.680 |
Low (YTD): |
2024-03-01 |
1.220 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.490 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.422 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.658 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
75.22% |
Volatility 6M: |
|
66.13% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |