Soc. Generale Call 5.5 CABK 20.09.2024
/ DE000SW7Z3A8
Soc. Generale Call 5.5 CABK 20.09.../ DE000SW7Z3A8 /
| 31/05/2024 08:52:36 |
Chg.+0.050 |
Bid11:21:02 |
Ask11:21:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
+20.00% |
0.310
Bid Size: 70,000 |
0.320
Ask Size: 70,000 |
CAIXABANK CAIXABANK,... |
5.50 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
SW7Z3A |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CAIXABANK CAIXABANK, S.A. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.50 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
20/03/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
16.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.22 |
| Parity: |
-0.25 |
| Time value: |
0.32 |
| Break-even: |
5.82 |
| Moneyness: |
0.96 |
| Premium: |
0.11 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.01 |
| Spread %: |
3.23% |
| Delta: |
0.47 |
| Theta: |
0.00 |
| Omega: |
7.66 |
| Rho: |
0.01 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.00% |
| 1 Month |
|
|
+15.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.240 |
| 1M High / 1M Low: |
0.260 |
0.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.252 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.223 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
