Soc. Generale Call 70 EVD 20.12.2024
/ DE000SW251T2
Soc. Generale Call 70 EVD 20.12.2.../ DE000SW251T2 /
| 2024-06-04 5:09:45 PM |
Chg.-0.02 |
Bid5:41:18 PM |
Ask5:41:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.33EUR |
-1.48% |
1.32
Bid Size: 2,300 |
1.36
Ask Size: 2,300 |
CTS EVENTIM KGAA |
70.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
SW251T |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CTS EVENTIM KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-06 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.28 |
| Parity: |
0.85 |
| Time value: |
0.54 |
| Break-even: |
83.90 |
| Moneyness: |
1.12 |
| Premium: |
0.07 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
1.46% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
4.15 |
| Rho: |
0.24 |
Quote data
| Open: |
1.33 |
| High: |
1.34 |
| Low: |
1.24 |
| Previous Close: |
1.35 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.00% |
| 1 Month |
|
|
-26.92% |
| 3 Months |
|
|
+13.68% |
| YTD |
|
|
+92.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.90 |
1.35 |
| 1M High / 1M Low: |
1.94 |
1.35 |
| 6M High / 6M Low: |
1.97 |
0.47 |
| High (YTD): |
2024-04-08 |
1.97 |
| Low (YTD): |
2024-01-23 |
0.47 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.17 |
| Avg. volume 6M: |
|
9.60 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.40% |
| Volatility 6M: |
|
112.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
