Soc. Generale Call 4200 GIVN 20.12.2024
/ DE000SW982L9
Soc. Generale Call 4200 GIVN 20.1.../ DE000SW982L9 /
| 2024-06-03 9:53:56 AM |
Chg.-0.160 |
Bid10:43:12 AM |
Ask10:43:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.850EUR |
-5.32% |
2.870
Bid Size: 15,000 |
2.950
Ask Size: 15,000 |
GIVAUDAN N |
4,200.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
SW982L |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
GIVAUDAN N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4,200.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.28 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.22 |
| Parity: |
0.09 |
| Time value: |
3.23 |
| Break-even: |
4,622.42 |
| Moneyness: |
1.00 |
| Premium: |
0.08 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.08 |
| Spread %: |
2.47% |
| Delta: |
0.59 |
| Theta: |
-0.92 |
| Omega: |
7.60 |
| Rho: |
12.00 |
Quote data
| Open: |
3.110 |
| High: |
3.110 |
| Low: |
2.850 |
| Previous Close: |
3.010 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.94% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.200 |
2.900 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.988 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
