Soc. Generale Call 65 NDA 21.06.2024
/ DE000SW31GS5
Soc. Generale Call 65 NDA 21.06.2.../ DE000SW31GS5 /
07/06/2024 09:55:24 |
Chg.-0.010 |
Bid10:29:54 |
Ask10:29:54 |
Underlying |
Strike price |
Expiration date |
Option type |
0.890EUR |
-1.11% |
0.850 Bid Size: 6,000 |
0.880 Ask Size: 6,000 |
AURUBIS AG |
65.00 EUR |
21/06/2024 |
Call |
Master data
WKN: |
SW31GS |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AURUBIS AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
65.00 EUR |
Maturity: |
21/06/2024 |
Issue date: |
27/09/2023 |
Last trading day: |
20/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.94 |
Intrinsic value: |
0.93 |
Implied volatility: |
0.41 |
Historic volatility: |
0.32 |
Parity: |
0.93 |
Time value: |
0.02 |
Break-even: |
74.50 |
Moneyness: |
1.14 |
Premium: |
0.00 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.03 |
Spread %: |
3.26% |
Delta: |
0.96 |
Theta: |
-0.03 |
Omega: |
7.48 |
Rho: |
0.02 |
Quote data
Open: |
0.930 |
High: |
0.940 |
Low: |
0.890 |
Previous Close: |
0.900 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-27.05% |
1 Month |
|
|
+32.84% |
3 Months |
|
|
+206.90% |
YTD |
|
|
-32.06% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.220 |
0.880 |
1M High / 1M Low: |
1.450 |
0.620 |
6M High / 6M Low: |
1.660 |
0.170 |
High (YTD): |
20/05/2024 |
1.450 |
Low (YTD): |
05/03/2024 |
0.170 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.008 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.045 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.808 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
195.73% |
Volatility 6M: |
|
192.06% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |