Soc. Generale Call 2600 OMXS30 20.09.2024
/ DE000SW2T9T8
Soc. Generale Call 2600 OMXS30 20.../ DE000SW2T9T8 /
| 2024-05-24 9:55:47 AM |
Chg.-0.16 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.00EUR |
-13.79% |
-
Bid Size: - |
-
Ask Size: - |
OMX Stockholm 30 Ind... |
2,600.00 SEK |
2024-09-20 |
Call |
Master data
| WKN: |
SW2T9T |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
OMX Stockholm 30 Index |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,600.00 SEK |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-29 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
21.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.01 |
| Parity: |
0.21 |
| Time value: |
0.86 |
| Break-even: |
235.40 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.94% |
| Delta: |
0.61 |
| Theta: |
-0.05 |
| Omega: |
12.99 |
| Rho: |
0.41 |
Quote data
| Open: |
1.00 |
| High: |
1.00 |
| Low: |
1.00 |
| Previous Close: |
1.16 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.38% |
| 1 Month |
|
|
+35.14% |
| 3 Months |
|
|
+127.27% |
| YTD |
|
|
+85.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.16 |
1.00 |
| 1M High / 1M Low: |
1.16 |
0.69 |
| 6M High / 6M Low: |
1.16 |
0.22 |
| High (YTD): |
2024-05-23 |
1.16 |
| Low (YTD): |
2024-01-19 |
0.26 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.55 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.96% |
| Volatility 6M: |
|
133.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
