Soc. Generale Call 96 MMM 21.06.2024
/ DE000SW8W4D2
Soc. Generale Call 96 MMM 21.06.2.../ DE000SW8W4D2 /
| 2024-06-11 4:44:31 PM |
Chg.-0.040 |
Bid4:59:48 PM |
Ask4:59:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-8.16% |
0.460
Bid Size: 70,000 |
0.470
Ask Size: 70,000 |
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: |
19.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
0.43 |
| Time value: |
0.06 |
| Break-even: |
94.09 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
2.08% |
| Delta: |
0.83 |
| Theta: |
-0.07 |
| Omega: |
15.75 |
| Rho: |
0.02 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.450 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.35% |
| 1 Month |
|
|
+2.27% |
| 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: |
|
0.420 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.514 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
353.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
