Soc. Generale Call 34 G1A 20.09.2024
/ DE000SW2KV91
Soc. Generale Call 34 G1A 20.09.2.../ DE000SW2KV91 /
2024-05-31 9:46:45 PM |
Chg.+0.020 |
Bid9:47:05 PM |
Ask9:47:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.510EUR |
+4.08% |
0.520 Bid Size: 5,800 |
0.540 Ask Size: 5,800 |
GEA GROUP AG |
34.00 EUR |
2024-09-20 |
Call |
Master data
WKN: |
SW2KV9 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
GEA GROUP AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
34.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-08-22 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.49 |
Intrinsic value: |
0.43 |
Implied volatility: |
0.30 |
Historic volatility: |
0.19 |
Parity: |
0.43 |
Time value: |
0.11 |
Break-even: |
39.40 |
Moneyness: |
1.13 |
Premium: |
0.03 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
1.89% |
Delta: |
0.81 |
Theta: |
-0.01 |
Omega: |
5.72 |
Rho: |
0.08 |
Quote data
Open: |
0.490 |
High: |
0.510 |
Low: |
0.490 |
Previous Close: |
0.490 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-1.92% |
1 Month |
|
|
+15.91% |
3 Months |
|
|
-1.92% |
YTD |
|
|
-5.56% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.570 |
0.490 |
1M High / 1M Low: |
0.570 |
0.420 |
6M High / 6M Low: |
0.620 |
0.330 |
High (YTD): |
2024-03-27 |
0.620 |
Low (YTD): |
2024-01-22 |
0.340 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.520 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.494 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.463 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
110.10% |
Volatility 6M: |
|
104.69% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |