Soc. Generale Call 4.6 BSD2 20.09.2024
/ DE000SW1ZJ91
Soc. Generale Call 4.6 BSD2 20.09.../ DE000SW1ZJ91 /
| 2024-05-31 9:14:50 PM |
Chg.+0.030 |
Bid9:44:58 PM |
Ask9:44:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
+6.98% |
-
Bid Size: - |
-
Ask Size: - |
BCO SANTANDER N.EO0,... |
4.60 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZJ9 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.60 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
0.23 |
| Time value: |
0.27 |
| Break-even: |
5.10 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
2.04% |
| Delta: |
0.67 |
| Theta: |
0.00 |
| Omega: |
6.44 |
| Rho: |
0.01 |
Quote data
| Open: |
0.430 |
| High: |
0.460 |
| Low: |
0.420 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.52% |
| 1 Month |
|
|
+27.78% |
| 3 Months |
|
|
+475.00% |
| YTD |
|
|
+283.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.370 |
| 1M High / 1M Low: |
0.500 |
0.330 |
| 6M High / 6M Low: |
0.500 |
0.053 |
| High (YTD): |
2024-05-17 |
0.500 |
| Low (YTD): |
2024-02-16 |
0.053 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.416 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.426 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.205 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.66% |
| Volatility 6M: |
|
158.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
