Soc. Generale Call 15 MB 20.06.2024
/ DE000SW7Z3K7
Soc. Generale Call 15 MB 20.06.20.../ DE000SW7Z3K7 /
| 2024-05-24 8:49:17 AM |
Chg.-0.007 |
Bid3:50:07 PM |
Ask3:50:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.028EUR |
-20.00% |
0.032
Bid Size: 100,000 |
0.042
Ask Size: 100,000 |
MEDIOBANCA |
15.00 - |
2024-06-20 |
Call |
Master data
| WKN: |
SW7Z3K |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
MEDIOBANCA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 - |
| Maturity: |
2024-06-20 |
| Issue date: |
2024-03-20 |
| Last trading day: |
2024-06-20 |
| Ratio: |
5:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
67.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
-0.08 |
| Time value: |
0.04 |
| Break-even: |
15.22 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.01 |
| Spread %: |
30.30% |
| Delta: |
0.36 |
| Theta: |
-0.01 |
| Omega: |
24.45 |
| Rho: |
0.00 |
Quote data
| Open: |
0.028 |
| High: |
0.028 |
| Low: |
0.028 |
| Previous Close: |
0.035 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.17% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.058 |
0.033 |
| 1M High / 1M Low: |
0.061 |
0.001 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.046 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.023 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,511.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
