Soc. Generale Call 5.5 RR/ 21.06.2024
/ DE000SW8L649
Soc. Generale Call 5.5 RR/ 21.06..../ DE000SW8L649 /
2024-05-21 10:18:07 AM |
Chg.-0.011 |
Bid12:00:07 PM |
Ask12:00:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.004EUR |
-73.33% |
0.007 Bid Size: 70,000 |
0.026 Ask Size: 70,000 |
Rolls-Royce Holdings... |
5.50 GBP |
2024-06-21 |
Call |
Master data
WKN: |
SW8L64 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.50 GBP |
Maturity: |
2024-06-21 |
Issue date: |
2024-04-05 |
Last trading day: |
2024-06-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
210.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.54 |
Historic volatility: |
0.42 |
Parity: |
-1.40 |
Time value: |
0.02 |
Break-even: |
6.46 |
Moneyness: |
0.78 |
Premium: |
0.28 |
Premium p.a.: |
17.62 |
Spread abs.: |
0.02 |
Spread %: |
380.00% |
Delta: |
0.07 |
Theta: |
0.00 |
Omega: |
15.20 |
Rho: |
0.00 |
Quote data
Open: |
0.003 |
High: |
0.004 |
Low: |
0.003 |
Previous Close: |
0.015 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-76.47% |
1 Month |
|
|
-80.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.021 |
0.015 |
1M High / 1M Low: |
0.030 |
0.015 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.018 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.023 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
226.34% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |