Soc. Generale Call 18.5 IDR 21.06.2024
/ DE000SW7QF41
Soc. Generale Call 18.5 IDR 21.06.../ DE000SW7QF41 /
| 2024-06-05 8:43:57 AM |
Chg.-0.01 |
Bid5:56:09 PM |
Ask5:56:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.36EUR |
-0.73% |
1.45
Bid Size: 2,100 |
1.66
Ask Size: 2,100 |
INDRA A INDRA SISTEM... |
18.50 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SW7QF4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
INDRA A INDRA SISTEMAS S.A., SERIE A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2024-06-21 |
| Ratio: |
2:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
7.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
1.44 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.21 |
| Parity: |
1.44 |
| Time value: |
0.07 |
| Break-even: |
21.52 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.12 |
| Spread %: |
8.63% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
6.43 |
| Rho: |
0.01 |
Quote data
| Open: |
1.36 |
| High: |
1.36 |
| Low: |
1.36 |
| Previous Close: |
1.37 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+49.45% |
| 1 Month |
|
|
+223.81% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.37 |
0.91 |
| 1M High / 1M Low: |
1.37 |
0.67 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
