Soc. Generale Call 26.5 LDO 19.09.2024
/ DE000SW92T42
Soc. Generale Call 26.5 LDO 19.09.../ DE000SW92T42 /
| 2024-06-07 8:48:13 AM |
Chg.-0.007 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.063EUR |
-10.00% |
-
Bid Size: - |
-
Ask Size: - |
LEONARDO |
26.50 EUR |
2024-09-19 |
Call |
Master data
| WKN: |
SW92T4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.50 EUR |
| Maturity: |
2024-09-19 |
| Issue date: |
2024-05-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
31.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.27 |
| Parity: |
-0.28 |
| Time value: |
0.08 |
| Break-even: |
27.25 |
| Moneyness: |
0.90 |
| Premium: |
0.15 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.01 |
| Spread %: |
15.38% |
| Delta: |
0.31 |
| Theta: |
-0.01 |
| Omega: |
9.86 |
| Rho: |
0.02 |
Quote data
| Open: |
0.063 |
| High: |
0.063 |
| Low: |
0.063 |
| Previous Close: |
0.070 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.97% |
| 1 Month |
|
|
+28.57% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.077 |
0.063 |
| 1M High / 1M Low: |
0.077 |
0.040 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.069 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.062 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
233.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
