Soc. Generale Call 60 EVD 20.09.2024
/ DE000SW251K1
Soc. Generale Call 60 EVD 20.09.2.../ DE000SW251K1 /
| 2024-06-21 5:06:36 PM |
Chg.-0.20 |
Bid5:48:06 PM |
Ask5:48:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.03EUR |
-8.97% |
2.00
Bid Size: 1,500 |
2.07
Ask Size: 1,500 |
CTS EVENTIM KGAA |
60.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
SW251K |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CTS EVENTIM KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-06 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.17 |
| Intrinsic value: |
2.11 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.26 |
| Parity: |
2.11 |
| Time value: |
0.20 |
| Break-even: |
83.10 |
| Moneyness: |
1.35 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.04 |
| Spread %: |
1.76% |
| Delta: |
0.89 |
| Theta: |
-0.03 |
| Omega: |
3.12 |
| Rho: |
0.12 |
Quote data
| Open: |
2.22 |
| High: |
2.22 |
| Low: |
2.02 |
| Previous Close: |
2.23 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.93% |
| 1 Month |
|
|
-8.56% |
| 3 Months |
|
|
+11.54% |
| YTD |
|
|
+103.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.23 |
2.00 |
| 1M High / 1M Low: |
2.60 |
1.92 |
| 6M High / 6M Low: |
2.62 |
0.72 |
| High (YTD): |
2024-04-08 |
2.62 |
| Low (YTD): |
2024-01-23 |
0.72 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.74 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.97% |
| Volatility 6M: |
|
105.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
