Soc. Generale Call 60 NET 20.09.2024
/ DE000SW2EP06
Soc. Generale Call 60 NET 20.09.2.../ DE000SW2EP06 /
| 2024-06-25 8:42:19 AM |
Chg.+0.04 |
Bid4:28:30 PM |
Ask4:28:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.95EUR |
+2.09% |
2.06
Bid Size: 30,000 |
2.07
Ask Size: 30,000 |
Cloudflare Inc |
60.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW2EP0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Cloudflare Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-17 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.87 |
| Intrinsic value: |
1.73 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.49 |
| Parity: |
1.73 |
| Time value: |
0.25 |
| Break-even: |
75.71 |
| Moneyness: |
1.31 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.51% |
| Delta: |
0.85 |
| Theta: |
-0.03 |
| Omega: |
3.16 |
| Rho: |
0.10 |
Quote data
| Open: |
1.95 |
| High: |
1.95 |
| Low: |
1.95 |
| Previous Close: |
1.91 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.17% |
| 1 Month |
|
|
+21.88% |
| 3 Months |
|
|
-46.72% |
| YTD |
|
|
-33.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.06 |
1.89 |
| 1M High / 1M Low: |
2.06 |
1.10 |
| 6M High / 6M Low: |
4.97 |
1.10 |
| High (YTD): |
2024-02-09 |
4.97 |
| Low (YTD): |
2024-06-04 |
1.10 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.97 |
| Avg. volume 1W: |
|
120 |
| Avg. price 1M: |
|
1.58 |
| Avg. volume 1M: |
|
42.86 |
| Avg. price 6M: |
|
2.80 |
| Avg. volume 6M: |
|
47 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.14% |
| Volatility 6M: |
|
135.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
