Soc. Generale Call 42 CCJ 21.06.2024
/ DE000SW1YMV0
Soc. Generale Call 42 CCJ 21.06.2.../ DE000SW1YMV0 /
| 2024-05-31 9:51:30 AM |
Chg.+0.03 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.10EUR |
+2.80% |
-
Bid Size: - |
-
Ask Size: - |
Cameco Corporation |
42.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SW1YMV |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Cameco Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.25 |
| Intrinsic value: |
1.25 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.34 |
| Parity: |
1.25 |
| Time value: |
0.03 |
| Break-even: |
51.52 |
| Moneyness: |
1.32 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
0.79% |
| Delta: |
0.94 |
| Theta: |
-0.03 |
| Omega: |
3.76 |
| Rho: |
0.02 |
Quote data
| Open: |
1.10 |
| High: |
1.10 |
| Low: |
1.10 |
| Previous Close: |
1.07 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.00% |
| 1 Month |
|
|
+37.50% |
| 3 Months |
|
|
+233.33% |
| YTD |
|
|
+92.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.10 |
0.93 |
| 1M High / 1M Low: |
1.10 |
0.64 |
| 6M High / 6M Low: |
1.13 |
0.28 |
| High (YTD): |
2024-01-15 |
1.13 |
| Low (YTD): |
2024-03-15 |
0.28 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.68 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.53% |
| Volatility 6M: |
|
212.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
