Soc. Generale Call 5.15 CABK 21.06.2024
/ DE000SW7DLS9
Soc. Generale Call 5.15 CABK 21.0.../ DE000SW7DLS9 /
| 6/4/2024 3:43:55 PM |
Chg.-0.150 |
Bid3:46:30 PM |
Ask3:46:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
-55.56% |
0.120
Bid Size: 60,000 |
0.130
Ask Size: 60,000 |
CAIXABANK CAIXABANK,... |
5.15 EUR |
6/21/2024 |
Call |
Master data
| WKN: |
SW7DLS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CAIXABANK CAIXABANK, S.A. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.15 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
3/7/2024 |
| Last trading day: |
6/21/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
18.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.22 |
| Parity: |
0.14 |
| Time value: |
0.14 |
| Break-even: |
5.43 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.01 |
| Spread %: |
3.70% |
| Delta: |
0.64 |
| Theta: |
-0.01 |
| Omega: |
12.12 |
| Rho: |
0.00 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.120 |
| Previous Close: |
0.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
-36.84% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.180 |
| 1M High / 1M Low: |
0.270 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.216 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.164 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
