Soc. Generale Call 14 1U1 20.09.2024
/ DE000SW1ZGW7
Soc. Generale Call 14 1U1 20.09.2.../ DE000SW1ZGW7 /
| 2024-06-07 9:47:00 PM |
Chg.-0.070 |
Bid2024-06-07 |
Ask2024-06-07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.940EUR |
-1.75% |
3.940
Bid Size: 800 |
4.170
Ask Size: 800 |
1+1 AG INH O.N. |
14.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZGW |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
1+1 AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.69 |
| Intrinsic value: |
3.42 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.33 |
| Parity: |
3.42 |
| Time value: |
0.69 |
| Break-even: |
18.11 |
| Moneyness: |
1.24 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.11 |
| Spread %: |
2.75% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
3.50 |
| Rho: |
0.03 |
Quote data
| Open: |
3.970 |
| High: |
4.080 |
| Low: |
3.940 |
| Previous Close: |
4.010 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.25% |
| 1 Month |
|
|
+5.07% |
| 3 Months |
|
|
-2.96% |
| YTD |
|
|
-28.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.290 |
3.940 |
| 1M High / 1M Low: |
4.290 |
3.460 |
| 6M High / 6M Low: |
6.300 |
2.930 |
| High (YTD): |
2024-01-24 |
6.300 |
| Low (YTD): |
2024-04-16 |
2.930 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.106 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.016 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.336 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.85% |
| Volatility 6M: |
|
92.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
