Soc. Generale Call 5500 GIVN 20.12.2024
/ DE000SW77PD1
Soc. Generale Call 5500 GIVN 20.1.../ DE000SW77PD1 /
| 2024-06-14 9:55:51 AM |
Chg.+0.002 |
Bid10:57:20 AM |
Ask10:57:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.020EUR |
+11.11% |
0.020
Bid Size: 250,000 |
0.030
Ask Size: 250,000 |
GIVAUDAN N |
5,500.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
SW77PD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
GIVAUDAN N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5,500.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-26 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
149.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.22 |
| Parity: |
-1.25 |
| Time value: |
0.03 |
| Break-even: |
5,760.41 |
| Moneyness: |
0.78 |
| Premium: |
0.29 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.01 |
| Spread %: |
50.00% |
| Delta: |
0.09 |
| Theta: |
-0.36 |
| Omega: |
14.01 |
| Rho: |
2.02 |
Quote data
| Open: |
0.016 |
| High: |
0.020 |
| Low: |
0.016 |
| Previous Close: |
0.018 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.00% |
| 1 Month |
|
|
+81.82% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.020 |
0.016 |
| 1M High / 1M Low: |
0.020 |
0.011 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.018 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.015 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
