Soc. Generale Call 5 RR/ 21.06.2024
/ DE000SW7HUA9
Soc. Generale Call 5 RR/ 21.06.20.../ DE000SW7HUA9 /
03/06/2024 15:28:03 |
Chg.+0.019 |
Bid15:38:18 |
Ask15:38:18 |
Underlying |
Strike price |
Expiration date |
Option type |
0.051EUR |
+59.38% |
0.051 Bid Size: 60,000 |
0.070 Ask Size: 60,000 |
Rolls-Royce Holdings... |
5.00 GBP |
21/06/2024 |
Call |
Master data
WKN: |
SW7HUA |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.00 GBP |
Maturity: |
21/06/2024 |
Issue date: |
11/03/2024 |
Last trading day: |
20/06/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
100.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.42 |
Parity: |
-0.55 |
Time value: |
0.05 |
Break-even: |
5.93 |
Moneyness: |
0.91 |
Premium: |
0.11 |
Premium p.a.: |
7.97 |
Spread abs.: |
0.02 |
Spread %: |
55.88% |
Delta: |
0.19 |
Theta: |
0.00 |
Omega: |
18.62 |
Rho: |
0.00 |
Quote data
Open: |
0.032 |
High: |
0.055 |
Low: |
0.032 |
Previous Close: |
0.032 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+88.89% |
1 Month |
|
|
-5.56% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.051 |
0.016 |
1M High / 1M Low: |
0.065 |
0.016 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.030 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.041 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
518.66% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |