Soc. Generale Call 96 MMM 21.06.2024
/ DE000SW8W4D2
Soc. Generale Call 96 MMM 21.06.2.../ DE000SW8W4D2 /
| 2024-06-10 9:37:57 PM |
Chg.-0.050 |
Bid9:59:20 PM |
Ask9:59:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
-9.26% |
0.490
Bid Size: 6,200 |
0.500
Ask Size: 6,200 |
3M Company |
96.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SW8W4D |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
3M Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
96.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-11 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
0.45 |
| Time value: |
0.07 |
| Break-even: |
94.26 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.01 |
| Spread %: |
1.96% |
| Delta: |
0.81 |
| Theta: |
-0.08 |
| Omega: |
14.59 |
| Rho: |
0.02 |
Quote data
| Open: |
0.490 |
| High: |
0.510 |
| Low: |
0.440 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.95% |
| 1 Month |
|
|
+11.36% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.340 |
| 1M High / 1M Low: |
0.880 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.408 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.511 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
353.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
