Soc. Generale Call 55 EVD 21.06.2024
/ DE000SW2SSU9
Soc. Generale Call 55 EVD 21.06.2.../ DE000SW2SSU9 /
05/06/2024 19:51:56 |
Chg.+0.150 |
Bid20:02:21 |
Ask20:02:21 |
Underlying |
Strike price |
Expiration date |
Option type |
2.410EUR |
+6.64% |
2.420 Bid Size: 1,300 |
2.520 Ask Size: 1,300 |
CTS EVENTIM KGAA |
55.00 - |
21/06/2024 |
Call |
Master data
WKN: |
SW2SSU |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
CTS EVENTIM KGAA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
55.00 - |
Maturity: |
21/06/2024 |
Issue date: |
28/08/2023 |
Last trading day: |
20/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.30 |
Intrinsic value: |
2.29 |
Implied volatility: |
1.20 |
Historic volatility: |
0.28 |
Parity: |
2.29 |
Time value: |
0.07 |
Break-even: |
78.60 |
Moneyness: |
1.42 |
Premium: |
0.01 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.05 |
Spread %: |
2.16% |
Delta: |
0.94 |
Theta: |
-0.08 |
Omega: |
3.09 |
Rho: |
0.02 |
Quote data
Open: |
2.270 |
High: |
2.420 |
Low: |
2.260 |
Previous Close: |
2.260 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-7.31% |
1 Month |
|
|
-14.84% |
3 Months |
|
|
+23.59% |
YTD |
|
|
+109.57% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.620 |
2.260 |
1M High / 1M Low: |
2.950 |
2.260 |
6M High / 6M Low: |
3.020 |
0.830 |
High (YTD): |
08/04/2024 |
3.020 |
Low (YTD): |
23/01/2024 |
0.830 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.440 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.645 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.896 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
90.91% |
Volatility 6M: |
|
98.87% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |