Soc. Generale Call 46 SAX 20.09.2024
/ DE000SW1ZDH5
Soc. Generale Call 46 SAX 20.09.2.../ DE000SW1ZDH5 /
| 2024-06-06 6:09:18 PM |
Chg.+0.01 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.05EUR |
+0.49% |
-
Bid Size: - |
-
Ask Size: - |
STROEER SE + CO. KGA... |
46.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZDH |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
STROEER SE + CO. KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.12 |
| Intrinsic value: |
2.08 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
2.08 |
| Time value: |
0.06 |
| Break-even: |
67.30 |
| Moneyness: |
1.45 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.06 |
| Spread %: |
2.90% |
| Delta: |
0.99 |
| Theta: |
-0.01 |
| Omega: |
3.09 |
| Rho: |
0.13 |
Quote data
| Open: |
2.05 |
| High: |
2.12 |
| Low: |
2.03 |
| Previous Close: |
2.04 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.81% |
| 1 Month |
|
|
+34.87% |
| 3 Months |
|
|
+118.09% |
| YTD |
|
|
+100.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.04 |
1.85 |
| 1M High / 1M Low: |
2.10 |
1.46 |
| 6M High / 6M Low: |
2.10 |
0.79 |
| High (YTD): |
2024-05-21 |
2.10 |
| Low (YTD): |
2024-03-01 |
0.79 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.18 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.45% |
| Volatility 6M: |
|
86.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
