Soc. Generale Call 100 SQU 20.09.2024
/ DE000SW1ZF46
Soc. Generale Call 100 SQU 20.09..../ DE000SW1ZF46 /
| 6/6/2024 9:49:38 PM |
Chg.-0.010 |
Bid6/6/2024 |
Ask6/6/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.590EUR |
-0.63% |
-
Bid Size: - |
-
Ask Size: - |
VINCI S.A. INH. EO... |
100.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
SW1ZF4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
VINCI S.A. INH. EO 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
8/8/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.15 |
| Parity: |
1.38 |
| Time value: |
0.22 |
| Break-even: |
116.00 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.63% |
| Delta: |
0.86 |
| Theta: |
-0.02 |
| Omega: |
6.14 |
| Rho: |
0.24 |
Quote data
| Open: |
1.600 |
| High: |
1.600 |
| Low: |
1.490 |
| Previous Close: |
1.600 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.22% |
| 1 Month |
|
|
+3.25% |
| 3 Months |
|
|
-20.90% |
| YTD |
|
|
-9.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.660 |
1.580 |
| 1M High / 1M Low: |
1.880 |
1.540 |
| 6M High / 6M Low: |
2.110 |
1.350 |
| High (YTD): |
3/13/2024 |
2.110 |
| Low (YTD): |
4/16/2024 |
1.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.616 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.700 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.769 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.83% |
| Volatility 6M: |
|
75.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
