Soc. Generale Call 65 NDA 21.06.2024
/ DE000SW31GS5
Soc. Generale Call 65 NDA 21.06.2.../ DE000SW31GS5 /
| 6/7/2024 11:09:41 AM |
Chg.-0.080 |
Bid11:18:14 AM |
Ask11:18:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-8.89% |
0.800
Bid Size: 6,000 |
0.830
Ask Size: 6,000 |
AURUBIS AG |
65.00 EUR |
6/21/2024 |
Call |
Master data
| WKN: |
SW31GS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
9/27/2023 |
| Last trading day: |
6/20/2024 |
| 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: |
0.820 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.79% |
| 1 Month |
|
|
+22.39% |
| 3 Months |
|
|
+182.76% |
| YTD |
|
|
-37.40% |
| 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): |
5/20/2024 |
1.450 |
| Low (YTD): |
3/5/2024 |
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: |
|
- |
