Soc. Generale Call 45 PRY 20.06.2024
/ DE000SW7LYY3
Soc. Generale Call 45 PRY 20.06.2.../ DE000SW7LYY3 /
| 2024-06-03 1:54:55 PM |
Chg.+0.030 |
Bid5:03:22 PM |
Ask5:03:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
+4.23% |
0.740
Bid Size: 50,000 |
0.750
Ask Size: 50,000 |
PRYSMIAN |
45.00 EUR |
2024-06-20 |
Call |
Master data
| WKN: |
SW7LYY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
PRYSMIAN |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 EUR |
| Maturity: |
2024-06-20 |
| Issue date: |
2024-03-12 |
| Last trading day: |
2024-06-20 |
| Ratio: |
20:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
3.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
1.02 |
| Historic volatility: |
0.25 |
| Parity: |
0.75 |
| Time value: |
0.03 |
| Break-even: |
60.60 |
| Moneyness: |
1.33 |
| Premium: |
0.01 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
1.30% |
| Delta: |
0.92 |
| Theta: |
-0.06 |
| Omega: |
3.55 |
| Rho: |
0.02 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.740 |
| Previous Close: |
0.710 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.33% |
| 1 Month |
|
|
+111.43% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.670 |
| 1M High / 1M Low: |
0.790 |
0.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.728 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.579 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
