Soc. Generale Call 54 0B2 20.09.2024
/ DE000SW3XH77
Soc. Generale Call 54 0B2 20.09.2.../ DE000SW3XH77 /
| 6/6/2024 11:16:15 AM |
Chg.-0.030 |
Bid12:35:46 PM |
Ask12:35:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
-3.90% |
0.750
Bid Size: 6,000 |
0.770
Ask Size: 6,000 |
BAWAG GROUP AG |
54.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
SW3XH7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
54.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
9/25/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
0.56 |
| Time value: |
0.26 |
| Break-even: |
62.10 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
2.53% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
5.47 |
| Rho: |
0.11 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.720 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.90% |
| 1 Month |
|
|
+12.12% |
| 3 Months |
|
|
+155.17% |
| YTD |
|
|
+428.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.650 |
| 1M High / 1M Low: |
0.910 |
0.640 |
| 6M High / 6M Low: |
0.910 |
0.059 |
| High (YTD): |
5/28/2024 |
0.910 |
| Low (YTD): |
1/17/2024 |
0.059 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.758 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.766 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.362 |
| Avg. volume 6M: |
|
543.776 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.02% |
| Volatility 6M: |
|
209.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
