Soc. Generale Call 44.45 IXD1 20.09.2024
/ DE000SW1ZQU0
Soc. Generale Call 44.45 IXD1 20..../ DE000SW1ZQU0 /
| 6/14/2024 9:47:14 PM |
Chg.-0.040 |
Bid9:58:40 PM |
Ask9:58:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-9.52% |
0.390
Bid Size: 7,700 |
0.400
Ask Size: 7,700 |
INDITEX INH. EO... |
44.45 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
SW1ZQU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
INDITEX INH. EO 0,03 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.45 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
8/8/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
9.88:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.20 |
| Parity: |
0.15 |
| Time value: |
0.25 |
| Break-even: |
48.40 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
2.56% |
| Delta: |
0.64 |
| Theta: |
-0.02 |
| Omega: |
7.39 |
| Rho: |
0.07 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.370 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.70% |
| 1 Month |
|
|
+31.03% |
| 3 Months |
|
|
+2.70% |
| YTD |
|
|
+153.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.370 |
| 1M High / 1M Low: |
0.420 |
0.260 |
| 6M High / 6M Low: |
0.480 |
0.099 |
| High (YTD): |
3/28/2024 |
0.480 |
| Low (YTD): |
1/5/2024 |
0.099 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.392 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.319 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.234 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.82% |
| Volatility 6M: |
|
213.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
