Soc. Generale Call 12 SZU 21.06.2024
/ DE000SW7NBR1
Soc. Generale Call 12 SZU 21.06.2.../ DE000SW7NBR1 /
2024-05-28 9:36:31 PM |
Chg.-0.130 |
Bid9:59:18 PM |
Ask9:59:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.770EUR |
-6.84% |
1.790 Bid Size: 1,700 |
1.940 Ask Size: 1,700 |
SUEDZUCKER AG O.N. |
12.00 EUR |
2024-06-21 |
Call |
Master data
WKN: |
SW7NBR |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
SUEDZUCKER AG O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
12.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2024-03-13 |
Last trading day: |
2024-06-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.88 |
Intrinsic value: |
1.85 |
Implied volatility: |
0.55 |
Historic volatility: |
0.21 |
Parity: |
1.85 |
Time value: |
0.17 |
Break-even: |
14.02 |
Moneyness: |
1.15 |
Premium: |
0.01 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.09 |
Spread %: |
4.66% |
Delta: |
0.87 |
Theta: |
-0.01 |
Omega: |
5.94 |
Rho: |
0.01 |
Quote data
Open: |
1.870 |
High: |
2.000 |
Low: |
1.760 |
Previous Close: |
1.900 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-11.50% |
1 Month |
|
|
+33.08% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.000 |
1.770 |
1M High / 1M Low: |
2.100 |
1.400 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.872 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.735 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
147.31% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |