Soc. Generale Call 28 LDO 19.09.2024
/ DE000SW7ZLF9
Soc. Generale Call 28 LDO 19.09.2.../ DE000SW7ZLF9 /
| 2024-05-31 9:49:40 PM |
Chg.+0.007 |
Bid9:59:44 PM |
Ask9:59:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.038EUR |
+22.58% |
0.038
Bid Size: 30,000 |
0.048
Ask Size: 30,000 |
LEONARDO |
28.00 EUR |
2024-09-19 |
Call |
Master data
| WKN: |
SW7ZLF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 EUR |
| Maturity: |
2024-09-19 |
| Issue date: |
2024-03-20 |
| Last trading day: |
2024-09-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
48.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.27 |
| Parity: |
-0.44 |
| Time value: |
0.05 |
| Break-even: |
28.49 |
| Moneyness: |
0.84 |
| Premium: |
0.21 |
| Premium p.a.: |
0.88 |
| Spread abs.: |
0.01 |
| Spread %: |
25.64% |
| Delta: |
0.22 |
| Theta: |
-0.01 |
| Omega: |
10.40 |
| Rho: |
0.01 |
Quote data
| Open: |
0.031 |
| High: |
0.038 |
| Low: |
0.031 |
| Previous Close: |
0.031 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.56% |
| 1 Month |
|
|
+22.58% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.042 |
0.031 |
| 1M High / 1M Low: |
0.047 |
0.025 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.036 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.036 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
261.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
