Soc. Generale Call 55 NET 20.09.2024
/ DE000SW2EPZ4
Soc. Generale Call 55 NET 20.09.2.../ DE000SW2EPZ4 /
| 5/20/2024 7:09:04 PM |
Chg.+0.010 |
Bid5/20/2024 |
Ask5/20/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.130EUR |
+0.47% |
2.130
Bid Size: 30,000 |
2.140
Ask Size: 30,000 |
Cloudflare Inc |
55.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
SW2EPZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Cloudflare Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
8/17/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.03 |
| Intrinsic value: |
1.86 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.49 |
| Parity: |
1.86 |
| Time value: |
0.27 |
| Break-even: |
71.89 |
| Moneyness: |
1.37 |
| Premium: |
0.04 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.47% |
| Delta: |
0.86 |
| Theta: |
-0.03 |
| Omega: |
2.80 |
| Rho: |
0.13 |
Quote data
| Open: |
2.100 |
| High: |
2.130 |
| Low: |
2.060 |
| Previous Close: |
2.120 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.97% |
| 1 Month |
|
|
-29.47% |
| 3 Months |
|
|
-49.65% |
| YTD |
|
|
-34.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.170 |
2.000 |
| 1M High / 1M Low: |
3.500 |
1.900 |
| 6M High / 6M Low: |
5.230 |
1.900 |
| High (YTD): |
2/9/2024 |
5.230 |
| Low (YTD): |
5/10/2024 |
1.900 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.074 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.603 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.357 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.79% |
| Volatility 6M: |
|
108.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
