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 |
Bid2024-06-03 |
Ask2024-06-03 |
Underlying |
Strike price |
Expiration date |
Option type |
0.910EUR |
+5.81% |
0.910 Bid Size: 4,000 |
0.940 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: |
|
- |