Soc. Generale Call 50 PRY 19.09.2024
/ DE000SW7QGM4
Soc. Generale Call 50 PRY 19.09.2.../ DE000SW7QGM4 /
| 5/29/2024 8:43:01 AM |
Chg.-0.060 |
Bid10:16:04 AM |
Ask10:16:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-10.00% |
0.530
Bid Size: 60,000 |
0.540
Ask Size: 60,000 |
PRYSMIAN |
50.00 EUR |
9/19/2024 |
Call |
Master data
| WKN: |
SW7QGM |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
PRYSMIAN |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 EUR |
| Maturity: |
9/19/2024 |
| Issue date: |
3/14/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
20:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
5.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.26 |
| Parity: |
0.49 |
| Time value: |
0.08 |
| Break-even: |
61.20 |
| Moneyness: |
1.19 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.82% |
| Delta: |
0.86 |
| Theta: |
-0.02 |
| Omega: |
4.57 |
| Rho: |
0.12 |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.540 |
| Previous Close: |
0.600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.73% |
| 1 Month |
|
|
+134.78% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.440 |
| 1M High / 1M Low: |
0.600 |
0.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.516 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.373 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
