Soc. Generale Call 7 TRN 20.06.2024
/ DE000SW84Y52
Soc. Generale Call 7 TRN 20.06.20.../ DE000SW84Y52 /
| 2024-06-10 8:43:35 AM |
Chg.-0.060 |
Bid4:38:48 PM |
Ask4:38:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-18.75% |
0.360
Bid Size: 30,000 |
0.380
Ask Size: 30,000 |
TERNA |
7.00 EUR |
2024-06-20 |
Call |
Master data
| WKN: |
SW84Y5 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
TERNA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.00 EUR |
| Maturity: |
2024-06-20 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-06-20 |
| Ratio: |
2:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
9.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.16 |
| Parity: |
0.37 |
| Time value: |
0.02 |
| Break-even: |
7.78 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
5.41% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
8.78 |
| Rho: |
0.00 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.75% |
| 1 Month |
|
|
-25.71% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.310 |
| 1M High / 1M Low: |
0.410 |
0.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.330 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.343 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
