Soc. Generale Call 5 RR/ 20.12.2024
/ DE000SW7HUE1
Soc. Generale Call 5 RR/ 20.12.20.../ DE000SW7HUE1 /
| 2024-06-03 1:12:43 PM |
Chg.+0.070 |
Bid1:48:53 PM |
Ask1:48:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
+14.89% |
0.540
Bid Size: 60,000 |
0.560
Ask Size: 60,000 |
Rolls-Royce Holdings... |
5.00 GBP |
2024-12-20 |
Call |
Master data
| WKN: |
SW7HUE |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.00 GBP |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-11 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.42 |
| Parity: |
-0.55 |
| Time value: |
0.50 |
| Break-even: |
6.37 |
| Moneyness: |
0.91 |
| Premium: |
0.20 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.02 |
| Spread %: |
4.17% |
| Delta: |
0.46 |
| Theta: |
0.00 |
| Omega: |
4.94 |
| Rho: |
0.01 |
Quote data
| Open: |
0.480 |
| High: |
0.540 |
| Low: |
0.480 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.450 |
| 1M High / 1M Low: |
0.470 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.456 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.401 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
