Soc. Generale Call 82.5 HWM 21.06.2024
/ DE000SW9Y4K4
Soc. Generale Call 82.5 HWM 21.06.../ DE000SW9Y4K4 /
| 2024-06-06 9:42:49 AM |
Chg.+0.033 |
Bid7:03:23 PM |
Ask7:03:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
+49.25% |
0.110
Bid Size: 125,000 |
0.120
Ask Size: 125,000 |
Howmet Aerospace Inc |
82.50 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SW9Y4K |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Howmet Aerospace Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.50 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-05-06 |
| Last trading day: |
2024-06-21 |
| Ratio: |
20:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
24.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
0.10 |
| Time value: |
0.06 |
| Break-even: |
79.07 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.01 |
| Spread %: |
6.67% |
| Delta: |
0.67 |
| Theta: |
-0.07 |
| Omega: |
16.36 |
| Rho: |
0.02 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.100 |
| Previous Close: |
0.067 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+14.94% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.067 |
| 1M High / 1M Low: |
0.130 |
0.050 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.099 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.092 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
444.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
