Soc. Generale Call 6.5 ENL 20.06.2024
/ DE000SW7LYQ9
Soc. Generale Call 6.5 ENL 20.06..../ DE000SW7LYQ9 /
| 2024-05-17 8:22:52 AM |
Chg.-0.030 |
Bid11:13:39 AM |
Ask11:13:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-7.50% |
0.390
Bid Size: 45,000 |
0.400
Ask Size: 45,000 |
ENEL S.P.A. ... |
6.50 EUR |
2024-06-20 |
Call |
Master data
| WKN: |
SW7LYQ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ENEL S.P.A. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.50 EUR |
| Maturity: |
2024-06-20 |
| Issue date: |
2024-03-12 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
17.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.17 |
| Parity: |
0.32 |
| Time value: |
0.06 |
| Break-even: |
6.88 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
2.70% |
| Delta: |
0.82 |
| Theta: |
0.00 |
| Omega: |
14.79 |
| Rho: |
0.00 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.63% |
| 1 Month |
|
|
+1093.55% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.310 |
| 1M High / 1M Low: |
0.400 |
0.028 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.334 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.136 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
499.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
