Soc. Generale Call 180 HLAG 21.06.2024
/ DE000SW2BGQ8
Soc. Generale Call 180 HLAG 21.06.../ DE000SW2BGQ8 /
| 2024-06-07 5:08:13 PM |
Chg.+0.060 |
Bid2024-06-07 |
Ask2024-06-07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.010EUR |
+6.32% |
1.010
Bid Size: 3,000 |
-
Ask Size: - |
HAPAG-LLOYD AG NA O.... |
180.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SW2BGQ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HAPAG-LLOYD AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
19.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.55 |
| Parity: |
-0.20 |
| Time value: |
0.93 |
| Break-even: |
189.30 |
| Moneyness: |
0.99 |
| Premium: |
0.06 |
| Premium p.a.: |
3.98 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.50 |
| Theta: |
-0.37 |
| Omega: |
9.59 |
| Rho: |
0.03 |
Quote data
| Open: |
1.020 |
| High: |
1.020 |
| Low: |
0.770 |
| Previous Close: |
0.950 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.84% |
| 1 Month |
|
|
+405.00% |
| 3 Months |
|
|
+339.13% |
| YTD |
|
|
+1.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.260 |
0.950 |
| 1M High / 1M Low: |
1.260 |
0.190 |
| 6M High / 6M Low: |
2.270 |
0.011 |
| High (YTD): |
2024-01-05 |
2.270 |
| Low (YTD): |
2024-03-20 |
0.011 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.104 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.618 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.577 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
603.20% |
| Volatility 6M: |
|
733.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
