Soc. Generale Call 5.25 BSD2 20.09.2024
/ DE000SW75161
Soc. Generale Call 5.25 BSD2 20.0.../ DE000SW75161 /
| 6/14/2024 10:07:08 AM |
Chg.-0.021 |
Bid3:00:48 PM |
Ask3:00:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.056EUR |
-27.27% |
0.058
Bid Size: 100,000 |
0.067
Ask Size: 100,000 |
BCO SANTANDER N.EO0,... |
5.25 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
SW7516 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.25 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
3/25/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
63.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
-0.85 |
| Time value: |
0.07 |
| Break-even: |
5.32 |
| Moneyness: |
0.84 |
| Premium: |
0.21 |
| Premium p.a.: |
1.03 |
| Spread abs.: |
0.01 |
| Spread %: |
15.00% |
| Delta: |
0.18 |
| Theta: |
0.00 |
| Omega: |
11.71 |
| Rho: |
0.00 |
Quote data
| Open: |
0.056 |
| High: |
0.056 |
| Low: |
0.056 |
| Previous Close: |
0.077 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-49.09% |
| 1 Month |
|
|
-60.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.077 |
| 1M High / 1M Low: |
0.170 |
0.077 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.095 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.125 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
