Soc. Generale Call 5.5 RR/ 20.12.2024
/ DE000SW8L664
Soc. Generale Call 5.5 RR/ 20.12..../ DE000SW8L664 /
03/06/2024 08:52:20 |
Chg.+0.010 |
Bid14:15:45 |
Ask14:15:45 |
Underlying |
Strike price |
Expiration date |
Option type |
0.280EUR |
+3.70% |
0.320 Bid Size: 90,000 |
0.340 Ask Size: 90,000 |
Rolls-Royce Holdings... |
5.50 GBP |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
05/04/2024 |
Last trading day: |
19/12/2024 |
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: |
0.280 |
Low: |
0.280 |
Previous Close: |
0.270 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.69% |
1 Month |
|
|
+33.33% |
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 |
0.200 |
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: |
|
0.235 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
124.40% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |