Soc. Generale Call 52 SAX 20.09.2024
/ DE000SW1ZDL7
Soc. Generale Call 52 SAX 20.09.2.../ DE000SW1ZDL7 /
| 2024-06-21 11:05:16 AM |
Chg.-0.02 |
Bid11:06:16 AM |
Ask11:06:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.06EUR |
-1.85% |
1.05
Bid Size: 3,000 |
1.08
Ask Size: 3,000 |
STROEER SE + CO. KGA... |
52.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZDL |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
STROEER SE + CO. KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.23 |
| Parity: |
0.91 |
| Time value: |
0.20 |
| Break-even: |
63.10 |
| Moneyness: |
1.18 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
2.78% |
| Delta: |
0.81 |
| Theta: |
-0.02 |
| Omega: |
4.47 |
| Rho: |
0.10 |
Quote data
| Open: |
1.07 |
| High: |
1.07 |
| Low: |
1.06 |
| Previous Close: |
1.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.92% |
| 1 Month |
|
|
-30.26% |
| 3 Months |
|
|
+65.63% |
| YTD |
|
|
+68.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.10 |
1.04 |
| 1M High / 1M Low: |
1.52 |
1.04 |
| 6M High / 6M Low: |
1.52 |
0.42 |
| High (YTD): |
2024-05-21 |
1.52 |
| Low (YTD): |
2024-03-01 |
0.42 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.98% |
| Volatility 6M: |
|
120.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
