Soc. Generale Call 40 DSY 20.09.2024
/ DE000SW1ZL48
Soc. Generale Call 40 DSY 20.09.2.../ DE000SW1ZL48 /
| 2024-05-28 9:36:14 PM |
Chg.-0.030 |
Bid2024-05-28 |
Ask2024-05-28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
-13.64% |
-
Bid Size: - |
-
Ask Size: - |
Dassault Systemes SE |
40.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZL4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Dassault Systemes SE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
-0.11 |
| Time value: |
0.23 |
| Break-even: |
42.30 |
| Moneyness: |
0.97 |
| Premium: |
0.09 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
4.55% |
| Delta: |
0.49 |
| Theta: |
-0.01 |
| Omega: |
8.33 |
| Rho: |
0.05 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.190 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-69.84% |
| YTD |
|
|
-77.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.190 |
| 1M High / 1M Low: |
0.250 |
0.150 |
| 6M High / 6M Low: |
1.090 |
0.150 |
| High (YTD): |
2024-01-31 |
1.090 |
| Low (YTD): |
2024-05-03 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.218 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.188 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.559 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.22% |
| Volatility 6M: |
|
137.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
