Soc. Generale Call 90 TEL2/B 20.09.2024
/ DE000SW7Z1H7
Soc. Generale Call 90 TEL2/B 20.0.../ DE000SW7Z1H7 /
| 6/14/2024 10:20:32 AM |
Chg.+0.030 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+4.35% |
-
Bid Size: - |
-
Ask Size: - |
Tele2 AB ser. B |
90.00 SEK |
9/20/2024 |
Call |
Master data
| WKN: |
SW7Z1H |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tele2 AB ser. B |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 SEK |
| Maturity: |
9/20/2024 |
| Issue date: |
3/20/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
2:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
6.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.27 |
| Parity: |
0.58 |
| Time value: |
0.17 |
| Break-even: |
9.50 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
1.35% |
| Delta: |
0.79 |
| Theta: |
0.00 |
| Omega: |
4.83 |
| Rho: |
0.02 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+22.03% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.640 |
| 1M High / 1M Low: |
0.720 |
0.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.688 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.640 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
