Soc. Generale Call 5.75 CABK 20.12.2024
/ DE000SW75179
Soc. Generale Call 5.75 CABK 20.1.../ DE000SW75179 /
10/31/2024 9:34:36 AM |
Chg.-0.010 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.160EUR |
-5.88% |
- Bid Size: - |
- Ask Size: - |
CAIXABANK |
5.75 EUR |
12/20/2024 |
Call |
Master data
WKN: |
SW7517 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
CAIXABANK |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.75 EUR |
Maturity: |
12/20/2024 |
Issue date: |
3/25/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
30.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.25 |
Parity: |
-0.23 |
Time value: |
0.18 |
Break-even: |
5.93 |
Moneyness: |
0.96 |
Premium: |
0.07 |
Premium p.a.: |
0.69 |
Spread abs.: |
0.02 |
Spread %: |
12.50% |
Delta: |
0.40 |
Theta: |
0.00 |
Omega: |
12.40 |
Rho: |
0.00 |
Quote data
Open: |
0.160 |
High: |
0.160 |
Low: |
0.160 |
Previous Close: |
0.170 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-27.27% |
3 Months |
|
|
-38.46% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.170 |
0.150 |
1M High / 1M Low: |
0.220 |
0.140 |
6M High / 6M Low: |
0.390 |
0.130 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.162 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.177 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.245 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
175.98% |
Volatility 6M: |
|
159.36% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |