Soc. Generale Call 55 AZ2 20.09.2024
/ DE000SW2GEU4
Soc. Generale Call 55 AZ2 20.09.2.../ DE000SW2GEU4 /
| 2024-06-13 8:59:11 AM |
Chg.+0.130 |
Bid4:44:18 PM |
Ask4:44:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
+26.53% |
0.750
Bid Size: 4,000 |
0.770
Ask Size: 4,000 |
ANDRITZ AG |
55.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW2GEU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ANDRITZ AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-18 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
0.50 |
| Time value: |
0.17 |
| Break-even: |
61.70 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
3.08% |
| Delta: |
0.78 |
| Theta: |
-0.02 |
| Omega: |
6.95 |
| Rho: |
0.11 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.620 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.53% |
| 1 Month |
|
|
+87.88% |
| 3 Months |
|
|
+1.64% |
| YTD |
|
|
+14.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.410 |
| 1M High / 1M Low: |
0.490 |
0.280 |
| 6M High / 6M Low: |
0.850 |
0.210 |
| High (YTD): |
2024-02-22 |
0.850 |
| Low (YTD): |
2024-05-02 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.458 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.373 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.501 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.37% |
| Volatility 6M: |
|
141.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
