Soc. Generale Call 6 BAMI 19.09.2024
/ DE000SW7QFC7
Soc. Generale Call 6 BAMI 19.09.2.../ DE000SW7QFC7 /
| 5/16/2024 8:42:16 AM |
Chg.-0.030 |
Bid10:50:35 AM |
Ask10:50:35 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
-6.82% |
0.440
Bid Size: 100,000 |
0.450
Ask Size: 100,000 |
BANCO BPM |
6.00 EUR |
9/19/2024 |
Call |
Master data
| WKN: |
SW7QFC |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BANCO BPM |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.00 EUR |
| Maturity: |
9/19/2024 |
| Issue date: |
3/14/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
2:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
7.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.28 |
| Parity: |
0.24 |
| Time value: |
0.20 |
| Break-even: |
6.86 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
2.38% |
| Delta: |
0.70 |
| Theta: |
0.00 |
| Omega: |
5.24 |
| Rho: |
0.01 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.14% |
| 1 Month |
|
|
+115.79% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.320 |
| 1M High / 1M Low: |
0.440 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.356 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.319 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
