Soc. Generale Call 5.5 RR/ 20.12.2024
/ DE000SW8L664
Soc. Generale Call 5.5 RR/ 20.12..../ DE000SW8L664 /
| 2024-06-03 1:09:30 PM |
Chg.+0.060 |
Bid2024-06-03 |
Ask2024-06-03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
+22.22% |
0.330
Bid Size: 90,000 |
0.350
Ask Size: 90,000 |
Rolls-Royce Holdings... |
5.50 GBP |
2024-12-20 |
Call |
Master data
| WKN: |
SW8L66 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.50 GBP |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.42 |
| Parity: |
-1.14 |
| Time value: |
0.30 |
| Break-even: |
6.76 |
| Moneyness: |
0.82 |
| Premium: |
0.27 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.02 |
| Spread %: |
7.14% |
| Delta: |
0.33 |
| Theta: |
0.00 |
| Omega: |
5.90 |
| Rho: |
0.01 |
Quote data
| Open: |
0.280 |
| High: |
0.330 |
| Low: |
0.280 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.92% |
| 1 Month |
|
|
+43.48% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.260 |
| 1M High / 1M Low: |
0.270 |
0.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.264 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.240 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
