Soc. Generale Call 750 AVS 20.09.2024
/ DE000SW82290
Soc. Generale Call 750 AVS 20.09..../ DE000SW82290 /
| 2024-05-23 8:19:29 AM |
Chg.+0.030 |
Bid7:55:28 PM |
Ask7:55:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
+4.76% |
0.680
Bid Size: 6,000 |
0.710
Ask Size: 6,000 |
ASM INTL N.V. E... |
750.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW8229 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
750.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-16 |
| Last trading day: |
2024-09-20 |
| Ratio: |
50:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
20.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.38 |
| Parity: |
-1.84 |
| Time value: |
0.63 |
| Break-even: |
781.50 |
| Moneyness: |
0.88 |
| Premium: |
0.19 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.01 |
| Spread %: |
1.61% |
| Delta: |
0.35 |
| Theta: |
-0.26 |
| Omega: |
7.26 |
| Rho: |
0.65 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.660 |
| Previous Close: |
0.630 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
+153.85% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.540 |
| 1M High / 1M Low: |
0.640 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.570 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.495 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
337.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
