Soc. Generale Call 15 CLN 20.09.2024
/ DE000SW13ND1
Soc. Generale Call 15 CLN 20.09.2.../ DE000SW13ND1 /
| 2024-06-06 8:55:00 AM |
Chg.0.000 |
Bid1:29:51 PM |
Ask1:29:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
0.00% |
0.390
Bid Size: 10,000 |
0.410
Ask Size: 10,000 |
CLARIANT N |
15.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
SW13ND |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CLARIANT N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
31.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
-1.39 |
| Time value: |
0.44 |
| Break-even: |
15.89 |
| Moneyness: |
0.91 |
| Premium: |
0.13 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.02 |
| Spread %: |
4.76% |
| Delta: |
0.33 |
| Theta: |
0.00 |
| Omega: |
10.46 |
| Rho: |
0.01 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.370 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.21% |
| 1 Month |
|
|
+12.12% |
| 3 Months |
|
|
+306.59% |
| YTD |
|
|
-11.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.370 |
| 1M High / 1M Low: |
0.730 |
0.330 |
| 6M High / 6M Low: |
0.730 |
0.084 |
| High (YTD): |
2024-05-28 |
0.730 |
| Low (YTD): |
2024-03-07 |
0.084 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.504 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.503 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.281 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
242.80% |
| Volatility 6M: |
|
222.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
