Soc. Generale Call 58 AZ2 20.09.2024
/ DE000SW1ZHQ7
Soc. Generale Call 58 AZ2 20.09.2.../ DE000SW1ZHQ7 /
| 2024-06-10 10:50:50 AM |
Chg.-0.010 |
Bid10:55:28 AM |
Ask10:55:28 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-3.70% |
0.260
Bid Size: 10,000 |
0.270
Ask Size: 10,000 |
ANDRITZ AG |
58.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZHQ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ANDRITZ AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
20.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.23 |
| Parity: |
-0.08 |
| Time value: |
0.28 |
| Break-even: |
60.80 |
| Moneyness: |
0.99 |
| Premium: |
0.06 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
3.70% |
| Delta: |
0.51 |
| Theta: |
-0.02 |
| Omega: |
10.50 |
| Rho: |
0.07 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.260 |
| Previous Close: |
0.270 |
| Turnover: |
1,160 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.33% |
| 1 Month |
|
|
+23.81% |
| 3 Months |
|
|
-36.59% |
| YTD |
|
|
-39.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.240 |
| 1M High / 1M Low: |
0.320 |
0.170 |
| 6M High / 6M Low: |
0.610 |
0.130 |
| High (YTD): |
2024-02-28 |
0.610 |
| Low (YTD): |
2024-04-30 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.274 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.219 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.353 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.38% |
| Volatility 6M: |
|
166.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
