Soc. Generale Call 800 COST 21.06.2024
/ DE000SW96F10
Soc. Generale Call 800 COST 21.06.../ DE000SW96F10 /
| 2024-06-05 8:07:44 PM |
Chg.+0.500 |
Bid8:36:44 PM |
Ask8:36:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.350EUR |
+17.54% |
3.470
Bid Size: 15,000 |
3.530
Ask Size: 15,000 |
Costco Wholesale Cor... |
800.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SW96F1 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Costco Wholesale Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
800.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-05-09 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.83 |
| Intrinsic value: |
2.52 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.16 |
| Parity: |
2.52 |
| Time value: |
0.75 |
| Break-even: |
767.88 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.05 |
| Spread %: |
1.55% |
| Delta: |
0.75 |
| Theta: |
-0.47 |
| Omega: |
17.44 |
| Rho: |
0.24 |
Quote data
| Open: |
3.100 |
| High: |
3.350 |
| Low: |
3.020 |
| Previous Close: |
2.850 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.72% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.270 |
1.970 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.666 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
