Soc. Generale Call 50 BSN 20.09.2024
/ DE000SW26D82
Soc. Generale Call 50 BSN 20.09.2.../ DE000SW26D82 /
| 2024-06-11 8:29:55 AM |
Chg.-0.050 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
-4.81% |
-
Bid Size: - |
-
Ask Size: - |
DANONE S.A. EO -,25 |
50.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW26D8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.13 |
| Parity: |
0.93 |
| Time value: |
0.09 |
| Break-even: |
60.20 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.99% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
5.31 |
| Rho: |
0.12 |
Quote data
| Open: |
0.990 |
| High: |
0.990 |
| Low: |
0.990 |
| Previous Close: |
1.040 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.71% |
| 1 Month |
|
|
-7.48% |
| 3 Months |
|
|
+6.45% |
| YTD |
|
|
+4.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.050 |
0.990 |
| 1M High / 1M Low: |
1.070 |
0.910 |
| 6M High / 6M Low: |
1.280 |
0.700 |
| High (YTD): |
2024-02-22 |
1.280 |
| Low (YTD): |
2024-04-16 |
0.700 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.024 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.015 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.022 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.18% |
| Volatility 6M: |
|
80.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
