Soc. Generale Call 210 SAND 21.06.2024
/ DE000SW9Y327
Soc. Generale Call 210 SAND 21.06.../ DE000SW9Y327 /
| 6/3/2024 9:35:23 AM |
Chg.+0.090 |
Bid4:13:55 PM |
Ask4:13:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
+9.68% |
0.830
Bid Size: 10,000 |
0.850
Ask Size: 10,000 |
Sandvik AB |
210.00 SEK |
6/21/2024 |
Call |
Master data
| WKN: |
SW9Y32 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Sandvik AB |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 SEK |
| Maturity: |
6/21/2024 |
| Issue date: |
5/6/2024 |
| Last trading day: |
6/21/2024 |
| Ratio: |
2:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
9.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.24 |
| Parity: |
0.86 |
| Time value: |
0.17 |
| Break-even: |
20.45 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.02 |
| Spread %: |
1.98% |
| Delta: |
0.79 |
| Theta: |
-0.02 |
| Omega: |
7.70 |
| Rho: |
0.01 |
Quote data
| Open: |
1.020 |
| High: |
1.020 |
| Low: |
1.020 |
| Previous Close: |
0.930 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.74% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.270 |
0.930 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.096 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
