Soc. Generale Call 45 EUZ 20.09.2024
/ DE000SW2BGE4
Soc. Generale Call 45 EUZ 20.09.2.../ DE000SW2BGE4 /
6/5/2024 8:12:11 PM |
Chg.+0.010 |
Bid6/5/2024 |
Ask6/5/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.630EUR |
+1.61% |
0.630 Bid Size: 4,800 |
0.660 Ask Size: 4,800 |
ECKERT+ZIEGLER INH ... |
45.00 - |
9/20/2024 |
Call |
Master data
WKN: |
SW2BGE |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
ECKERT+ZIEGLER INH O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 - |
Maturity: |
9/20/2024 |
Issue date: |
8/16/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.59 |
Intrinsic value: |
0.30 |
Implied volatility: |
0.44 |
Historic volatility: |
0.39 |
Parity: |
0.30 |
Time value: |
0.34 |
Break-even: |
51.40 |
Moneyness: |
1.07 |
Premium: |
0.07 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.02 |
Spread %: |
3.23% |
Delta: |
0.67 |
Theta: |
-0.02 |
Omega: |
5.02 |
Rho: |
0.08 |
Quote data
Open: |
0.630 |
High: |
0.630 |
Low: |
0.590 |
Previous Close: |
0.620 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+65.79% |
1 Month |
|
|
+231.58% |
3 Months |
|
|
+152.00% |
YTD |
|
|
+28.57% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.620 |
0.380 |
1M High / 1M Low: |
0.620 |
0.220 |
6M High / 6M Low: |
0.710 |
0.087 |
High (YTD): |
1/30/2024 |
0.710 |
Low (YTD): |
4/19/2024 |
0.087 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.478 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.420 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.377 |
Avg. volume 6M: |
|
88.976 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
258.74% |
Volatility 6M: |
|
216.45% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |