Soc. Generale Call 100 SQU 20.09.2024
/ DE000SW1ZF46
Soc. Generale Call 100 SQU 20.09..../ DE000SW1ZF46 /
| 2024-05-31 12:38:57 PM |
Chg.+0.19 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.69EUR |
+12.67% |
-
Bid Size: - |
-
Ask Size: - |
VINCI S.A. INH. EO... |
100.00 EUR |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.57 |
| Intrinsic value: |
1.45 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.14 |
| Parity: |
1.45 |
| Time value: |
0.29 |
| Break-even: |
117.30 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
1.17% |
| Delta: |
0.84 |
| Theta: |
-0.03 |
| Omega: |
5.54 |
| Rho: |
0.24 |
Quote data
| Open: |
1.67 |
| High: |
1.69 |
| Low: |
1.67 |
| Previous Close: |
1.50 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.32% |
| 1 Month |
|
|
+19.86% |
| 3 Months |
|
|
-16.75% |
| YTD |
|
|
-3.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.75 |
1.50 |
| 1M High / 1M Low: |
1.92 |
1.35 |
| 6M High / 6M Low: |
2.06 |
1.33 |
| High (YTD): |
2024-02-06 |
2.06 |
| Low (YTD): |
2024-04-16 |
1.33 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.78 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.86% |
| Volatility 6M: |
|
91.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
