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: |
|
- |
