Soc. Generale Call 70 EVD 20.12.2024
/ DE000SW251T2
Soc. Generale Call 70 EVD 20.12.2.../ DE000SW251T2 /
9/23/2024 9:39:57 PM |
Chg.+0.110 |
Bid9/23/2024 |
Ask9/23/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
2.060EUR |
+5.64% |
- Bid Size: - |
- Ask Size: - |
CTS EVENTIM KGAA |
70.00 - |
12/20/2024 |
Call |
Master data
WKN: |
SW251T |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
CTS EVENTIM KGAA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 - |
Maturity: |
12/20/2024 |
Issue date: |
9/6/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.86 |
Intrinsic value: |
1.79 |
Implied volatility: |
0.48 |
Historic volatility: |
0.27 |
Parity: |
1.79 |
Time value: |
0.21 |
Break-even: |
90.00 |
Moneyness: |
1.26 |
Premium: |
0.02 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.04 |
Spread %: |
2.04% |
Delta: |
0.87 |
Theta: |
-0.03 |
Omega: |
3.82 |
Rho: |
0.14 |
Quote data
Open: |
2.010 |
High: |
2.080 |
Low: |
2.000 |
Previous Close: |
1.950 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
+14.44% |
1 Month |
|
|
+23.35% |
3 Months |
|
|
+51.47% |
YTD |
|
|
+198.55% |
1 Year |
|
|
+379.07% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.060 |
1.800 |
1M High / 1M Low: |
2.060 |
1.600 |
6M High / 6M Low: |
2.060 |
1.060 |
High (YTD): |
9/23/2024 |
2.060 |
Low (YTD): |
1/23/2024 |
0.480 |
52W High: |
9/23/2024 |
2.060 |
52W Low: |
9/26/2023 |
0.370 |
Avg. price 1W: |
|
1.936 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.852 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.562 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.151 |
Avg. volume 1Y: |
|
3.922 |
Volatility 1M: |
|
98.27% |
Volatility 6M: |
|
122.48% |
Volatility 1Y: |
|
117.47% |
Volatility 3Y: |
|
- |