Soc. Generale Call 52 AZ2 20.09.2024
/ DE000SW1ZHM6
Soc. Generale Call 52 AZ2 20.09.2.../ DE000SW1ZHM6 /
| 2024-06-13 5:48:33 PM |
Chg.+0.120 |
Bid6:31:16 PM |
Ask6:31:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
+13.95% |
-
Bid Size: - |
-
Ask Size: - |
ANDRITZ AG |
52.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZHM |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ANDRITZ AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
0.80 |
| Time value: |
0.11 |
| Break-even: |
61.10 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
3.41% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
5.74 |
| Rho: |
0.12 |
Quote data
| Open: |
0.850 |
| High: |
1.060 |
| Low: |
0.840 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.77% |
| 1 Month |
|
|
+108.51% |
| 3 Months |
|
|
+27.27% |
| YTD |
|
|
+34.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.630 |
| 1M High / 1M Low: |
0.860 |
0.440 |
| 6M High / 6M Low: |
1.010 |
0.350 |
| High (YTD): |
2024-02-28 |
1.010 |
| Low (YTD): |
2024-04-26 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.686 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.565 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.675 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.43% |
| Volatility 6M: |
|
132.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
