Soc. Generale Call 12.5 FBK 20.06.2024
/ DE000SW7LYS5
Soc. Generale Call 12.5 FBK 20.06.../ DE000SW7LYS5 /
2024-06-05 8:22:35 AM |
Chg.-0.060 |
Bid8:51:13 AM |
Ask8:51:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.340EUR |
-15.00% |
0.320 Bid Size: 9,400 |
0.420 Ask Size: 9,400 |
FINECOBANK |
12.50 EUR |
2024-06-20 |
Call |
Master data
WKN: |
SW7LYS |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
FINECOBANK |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
12.50 EUR |
Maturity: |
2024-06-20 |
Issue date: |
2024-03-12 |
Last trading day: |
2024-06-20 |
Ratio: |
5:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
6.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.46 |
Intrinsic value: |
0.45 |
Implied volatility: |
0.45 |
Historic volatility: |
0.27 |
Parity: |
0.45 |
Time value: |
0.01 |
Break-even: |
14.80 |
Moneyness: |
1.18 |
Premium: |
0.00 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
2.22% |
Delta: |
0.97 |
Theta: |
0.00 |
Omega: |
6.20 |
Rho: |
0.01 |
Quote data
Open: |
0.340 |
High: |
0.340 |
Low: |
0.340 |
Previous Close: |
0.400 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-22.73% |
1 Month |
|
|
+13.33% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.460 |
0.380 |
1M High / 1M Low: |
0.490 |
0.300 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.428 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.418 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
186.45% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |