Soc. Generale Call 42 NDAQ 20.09.2024
/ DE000SW3WHW8
Soc. Generale Call 42 NDAQ 20.09..../ DE000SW3WHW8 /
2024-05-31 9:50:16 PM |
Chg.-0.030 |
Bid9:59:40 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.600EUR |
-1.84% |
1.630 Bid Size: 6,000 |
- Ask Size: - |
Nasdaq Inc |
42.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
SW3WHW |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Nasdaq Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
42.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-09-25 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.61 |
Intrinsic value: |
1.57 |
Implied volatility: |
0.37 |
Historic volatility: |
0.21 |
Parity: |
1.57 |
Time value: |
0.06 |
Break-even: |
55.02 |
Moneyness: |
1.41 |
Premium: |
0.01 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.97 |
Theta: |
-0.01 |
Omega: |
3.22 |
Rho: |
0.11 |
Quote data
Open: |
1.550 |
High: |
1.670 |
Low: |
1.550 |
Previous Close: |
1.630 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-16.23% |
1 Month |
|
|
-9.09% |
3 Months |
|
|
+9.59% |
YTD |
|
|
-0.62% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.890 |
1.600 |
1M High / 1M Low: |
1.960 |
1.600 |
6M High / 6M Low: |
2.070 |
1.320 |
High (YTD): |
2024-04-11 |
2.070 |
Low (YTD): |
2024-02-19 |
1.320 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.712 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.820 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.655 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
58.14% |
Volatility 6M: |
|
59.11% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |