Soc. Generale Call 1.4 BARC 21.06.2024
/ DE000SW2BD29
Soc. Generale Call 1.4 BARC 21.06.../ DE000SW2BD29 /
| 2024-05-15 9:41:21 PM |
Chg.-0.040 |
Bid2024-05-15 |
Ask2024-05-15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
-4.55% |
0.840
Bid Size: 3,600 |
0.900
Ask Size: 3,600 |
Barclays PLC ORD 25P |
1.40 GBP |
2024-06-21 |
Call |
Master data
| WKN: |
SW2BD2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Barclays PLC ORD 25P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1.40 GBP |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
1.10 |
| Historic volatility: |
0.29 |
| Parity: |
0.90 |
| Time value: |
0.04 |
| Break-even: |
2.57 |
| Moneyness: |
1.55 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.06 |
| Spread %: |
6.82% |
| Delta: |
0.93 |
| Theta: |
0.00 |
| Omega: |
2.49 |
| Rho: |
0.00 |
Quote data
| Open: |
0.890 |
| High: |
0.900 |
| Low: |
0.830 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.20% |
| 1 Month |
|
|
+71.43% |
| 3 Months |
|
|
+500.00% |
| YTD |
|
|
+250.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.830 |
| 1M High / 1M Low: |
0.880 |
0.460 |
| 6M High / 6M Low: |
0.880 |
0.110 |
| High (YTD): |
2024-05-14 |
0.880 |
| Low (YTD): |
2024-02-13 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.846 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.690 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.347 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.92% |
| Volatility 6M: |
|
143.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
