Soc. Generale Call 44 0B2 20.09.2024
/ DE000SW3XH28
Soc. Generale Call 44 0B2 20.09.2.../ DE000SW3XH28 /
| 5/10/2024 9:37:35 PM |
Chg.+0.050 |
Bid5/10/2024 |
Ask5/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.580EUR |
+3.27% |
1.580
Bid Size: 3,000 |
1.660
Ask Size: 3,000 |
BAWAG GROUP AG |
44.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
SW3XH2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
9/25/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.54 |
| Intrinsic value: |
1.48 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.24 |
| Parity: |
1.48 |
| Time value: |
0.16 |
| Break-even: |
60.30 |
| Moneyness: |
1.34 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
1.88% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
3.22 |
| Rho: |
0.13 |
Quote data
| Open: |
1.550 |
| High: |
1.580 |
| Low: |
1.550 |
| Previous Close: |
1.530 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.76% |
| 1 Month |
|
|
+37.39% |
| 3 Months |
|
|
+125.71% |
| YTD |
|
|
+172.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.600 |
1.480 |
| 1M High / 1M Low: |
1.600 |
1.090 |
| 6M High / 6M Low: |
1.610 |
0.380 |
| High (YTD): |
4/8/2024 |
1.610 |
| Low (YTD): |
1/17/2024 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.546 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.385 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.867 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.16% |
| Volatility 6M: |
|
121.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
