Soc. Generale Call 16 WBA 21.06.2024
/ DE000SW9C0B7
Soc. Generale Call 16 WBA 21.06.2.../ DE000SW9C0B7 /
2024-05-31 9:51:32 PM |
Chg.+0.380 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.830EUR |
+84.44% |
0.800 Bid Size: 3,800 |
0.810 Ask Size: 3,800 |
Walgreens Boots Alli... |
16.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
SW9C0B |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Walgreens Boots Alliance Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
16.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2024-04-22 |
Last trading day: |
2024-06-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
32.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.26 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.35 |
Parity: |
-0.56 |
Time value: |
0.44 |
Break-even: |
15.21 |
Moneyness: |
0.96 |
Premium: |
0.07 |
Premium p.a.: |
2.27 |
Spread abs.: |
0.01 |
Spread %: |
2.33% |
Delta: |
0.40 |
Theta: |
-0.02 |
Omega: |
12.88 |
Rho: |
0.00 |
Quote data
Open: |
0.400 |
High: |
0.830 |
Low: |
0.390 |
Previous Close: |
0.450 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+13.70% |
1 Month |
|
|
-56.99% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.730 |
0.310 |
1M High / 1M Low: |
2.170 |
0.310 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.542 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.413 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
346.40% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |