Soc. Generale Call 50 AZ2 20.09.2024
/ DE000SW1ZHL8
Soc. Generale Call 50 AZ2 20.09.2.../ DE000SW1ZHL8 /
| 2024-05-31 9:36:54 PM |
Chg.+0.060 |
Bid9:52:59 PM |
Ask9:52:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
+9.84% |
0.690
Bid Size: 4,400 |
0.740
Ask Size: 4,400 |
ANDRITZ AG |
50.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZHL |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ANDRITZ AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
0.50 |
| Time value: |
0.24 |
| Break-even: |
57.30 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
2.82% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
5.59 |
| Rho: |
0.10 |
Quote data
| Open: |
0.630 |
| High: |
0.670 |
| Low: |
0.620 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.63% |
| 1 Month |
|
|
+36.73% |
| 3 Months |
|
|
-30.93% |
| YTD |
|
|
-21.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.600 |
| 1M High / 1M Low: |
0.750 |
0.490 |
| 6M High / 6M Low: |
1.160 |
0.460 |
| High (YTD): |
2024-02-28 |
1.160 |
| Low (YTD): |
2024-04-26 |
0.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.660 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.622 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.798 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.02% |
| Volatility 6M: |
|
109.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
