Soc. Generale Call 55 NET 21.06.2024
/ DE000SW2EPU5
Soc. Generale Call 55 NET 21.06.2.../ DE000SW2EPU5 /
13/06/2024 08:49:40 |
Chg.- |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
1.91EUR |
- |
- Bid Size: - |
- Ask Size: - |
Cloudflare Inc |
55.00 - |
21/06/2024 |
Call |
Master data
WKN: |
SW2EPU |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Cloudflare Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
55.00 - |
Maturity: |
21/06/2024 |
Issue date: |
17/08/2023 |
Last trading day: |
14/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.56 |
Intrinsic value: |
1.56 |
Implied volatility: |
2.13 |
Historic volatility: |
0.49 |
Parity: |
1.56 |
Time value: |
0.17 |
Break-even: |
72.30 |
Moneyness: |
1.28 |
Premium: |
0.02 |
Premium p.a.: |
3.20 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.85 |
Theta: |
-0.37 |
Omega: |
3.48 |
Rho: |
0.01 |
Quote data
Open: |
1.91 |
High: |
1.91 |
Low: |
1.91 |
Previous Close: |
1.60 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
+30.82% |
1 Month |
|
|
+13.02% |
3 Months |
|
|
-46.65% |
YTD |
|
|
-36.96% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.91 |
1.39 |
1M High / 1M Low: |
1.91 |
1.05 |
6M High / 6M Low: |
5.16 |
1.05 |
High (YTD): |
09/02/2024 |
5.16 |
Low (YTD): |
04/06/2024 |
1.05 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.60 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.59 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.96 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
168.18% |
Volatility 6M: |
|
170.41% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |