Soc. Generale Call 96.66 MMM 20.09.2024
/ DE000SW3VVM2
Soc. Generale Call 96.66 MMM 20.0.../ DE000SW3VVM2 /
| 2024-06-03 2:34:01 PM |
Chg.+0.050 |
Bid3:13:52 PM |
Ask3:13:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
+5.81% |
0.920
Bid Size: 4,000 |
0.950
Ask Size: 4,000 |
3M Company |
96.66 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW3VVM |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
3M Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
96.66 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-22 |
| Last trading day: |
2024-09-19 |
| Ratio: |
8.4:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.25 |
| Parity: |
0.38 |
| Time value: |
0.56 |
| Break-even: |
96.97 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
1.08% |
| Delta: |
0.65 |
| Theta: |
-0.03 |
| Omega: |
7.56 |
| Rho: |
0.15 |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.910 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.60% |
| 1 Month |
|
|
+16.67% |
| 3 Months |
|
|
+658.33% |
| YTD |
|
|
+22.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.750 |
| 1M High / 1M Low: |
1.300 |
0.650 |
| 6M High / 6M Low: |
1.300 |
0.120 |
| High (YTD): |
2024-05-16 |
1.300 |
| Low (YTD): |
2024-03-01 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.814 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.915 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.512 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.89% |
| Volatility 6M: |
|
216.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
