Soc. Generale Call 400 ALFA 20.09.2024
/ DE000SW7ZZ95
Soc. Generale Call 400 ALFA 20.09.../ DE000SW7ZZ95 /
| 2024-06-07 10:15:05 AM |
Chg.0.000 |
Bid9:23:22 PM |
Ask9:23:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
0.00% |
0.770
Bid Size: 3,900 |
0.830
Ask Size: 3,900 |
Alfa Laval AB |
400.00 SEK |
2024-09-20 |
Call |
Master data
| WKN: |
SW7ZZ9 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Alfa Laval AB |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 SEK |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-20 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
5.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
0.70 |
| Time value: |
0.10 |
| Break-even: |
43.35 |
| Moneyness: |
1.20 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.27% |
| Delta: |
0.86 |
| Theta: |
-0.01 |
| Omega: |
4.56 |
| Rho: |
0.08 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.780 |
| Previous Close: |
0.780 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.50% |
| 1 Month |
|
|
+9.86% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.770 |
| 1M High / 1M Low: |
0.840 |
0.710 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.792 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.795 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
51.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
