Soc. Generale Call 15.5 IDR 21.06.2024
/ DE000SW1QKW8
Soc. Generale Call 15.5 IDR 21.06.../ DE000SW1QKW8 /
| 2024-06-05 8:11:32 AM |
Chg.0.00 |
Bid8:02:14 PM |
Ask8:02:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.88EUR |
0.00% |
2.94
Bid Size: 1,100 |
3.16
Ask Size: 1,100 |
INDRA A INDRA SISTEM... |
15.50 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SW1QKW |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
INDRA A INDRA SISTEMAS S.A., SERIE A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-01 |
| Last trading day: |
2024-06-21 |
| Ratio: |
2:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
3.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.95 |
| Intrinsic value: |
2.94 |
| Implied volatility: |
0.99 |
| Historic volatility: |
0.21 |
| Parity: |
2.94 |
| Time value: |
0.06 |
| Break-even: |
21.50 |
| Moneyness: |
1.38 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.12 |
| Spread %: |
4.17% |
| Delta: |
0.95 |
| Theta: |
-0.02 |
| Omega: |
3.39 |
| Rho: |
0.01 |
Quote data
| Open: |
2.88 |
| High: |
2.88 |
| Low: |
2.88 |
| Previous Close: |
2.88 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.87% |
| 1 Month |
|
|
+108.70% |
| 3 Months |
|
|
+108.70% |
| YTD |
|
|
+829.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.92 |
2.27 |
| 1M High / 1M Low: |
2.92 |
1.81 |
| 6M High / 6M Low: |
2.92 |
0.28 |
| High (YTD): |
2024-06-03 |
2.92 |
| Low (YTD): |
2024-01-04 |
0.28 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.24 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.99% |
| Volatility 6M: |
|
171.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
