Soc. Generale Call 42 G1A 20.09.2024
/ DE000SW1ZPB2
Soc. Generale Call 42 G1A 20.09.2.../ DE000SW1ZPB2 /
| 2024-06-11 9:37:42 PM |
Chg.+0.001 |
Bid9:58:36 PM |
Ask9:58:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.056EUR |
+1.82% |
0.054
Bid Size: 10,000 |
0.064
Ask Size: 10,000 |
GEA GROUP AG |
42.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZPB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
60.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
-0.41 |
| Time value: |
0.06 |
| Break-even: |
42.63 |
| Moneyness: |
0.90 |
| Premium: |
0.13 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.01 |
| Spread %: |
18.87% |
| Delta: |
0.24 |
| Theta: |
-0.01 |
| Omega: |
14.58 |
| Rho: |
0.02 |
Quote data
| Open: |
0.055 |
| High: |
0.064 |
| Low: |
0.055 |
| Previous Close: |
0.055 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.66% |
| 1 Month |
|
|
-41.67% |
| 3 Months |
|
|
-25.33% |
| YTD |
|
|
-60.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.061 |
0.042 |
| 1M High / 1M Low: |
0.098 |
0.042 |
| 6M High / 6M Low: |
0.160 |
0.042 |
| High (YTD): |
2024-03-27 |
0.160 |
| Low (YTD): |
2024-06-06 |
0.042 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.054 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.068 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.096 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
274.19% |
| Volatility 6M: |
|
213.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
