Soc. Generale Call 6.5 SGL 21.06.2024
/ DE000SW374Z9
Soc. Generale Call 6.5 SGL 21.06..../ DE000SW374Z9 /
| 5/13/2024 3:21:58 PM |
Chg.-0.040 |
Bid3:57:42 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
-6.25% |
0.630
Bid Size: 4,800 |
-
Ask Size: - |
SGL CARBON SE O.N. |
6.50 EUR |
6/21/2024 |
Call |
Master data
| WKN: |
SW374Z |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SGL CARBON SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.50 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
10/2/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.27 |
| Parity: |
0.44 |
| Time value: |
0.20 |
| Break-even: |
7.14 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.72 |
| Theta: |
0.00 |
| Omega: |
7.82 |
| Rho: |
0.00 |
Quote data
| Open: |
0.640 |
| High: |
0.640 |
| Low: |
0.590 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.69% |
| 1 Month |
|
|
-32.58% |
| 3 Months |
|
|
+20.00% |
| YTD |
|
|
-22.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.640 |
| 1M High / 1M Low: |
0.820 |
0.530 |
| 6M High / 6M Low: |
1.110 |
0.360 |
| High (YTD): |
4/10/2024 |
1.110 |
| Low (YTD): |
1/31/2024 |
0.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.686 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.718 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.618 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
233.05% |
| Volatility 6M: |
|
186.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
