Soc. Generale Call 55 PRY 20.06.2024
/ DE000SW7TNA9
Soc. Generale Call 55 PRY 20.06.2.../ DE000SW7TNA9 /
| 6/5/2024 9:20:31 AM |
Chg.-0.030 |
Bid2:42:08 PM |
Ask2:42:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
-13.04% |
0.210
Bid Size: 60,000 |
0.220
Ask Size: 60,000 |
PRYSMIAN |
55.00 EUR |
6/20/2024 |
Call |
Master data
| WKN: |
SW7TNA |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
PRYSMIAN |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 EUR |
| Maturity: |
6/20/2024 |
| Issue date: |
3/15/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
20:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
12.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.25 |
| Parity: |
0.19 |
| Time value: |
0.05 |
| Break-even: |
59.80 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.01 |
| Spread %: |
4.35% |
| Delta: |
0.77 |
| Theta: |
-0.06 |
| Omega: |
9.45 |
| Rho: |
0.02 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.200 |
| Previous Close: |
0.230 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.67% |
| 1 Month |
|
|
+566.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.200 |
| 1M High / 1M Low: |
0.270 |
0.041 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.230 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.160 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
449.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
