Soc. Generale Call 105 TEL2/B 21.06.2024
/ DE000SW9DD20
Soc. Generale Call 105 TEL2/B 21..../ DE000SW9DD20 /
| 2024-06-03 8:28:06 AM |
Chg.-0.001 |
Bid11:30:01 AM |
Ask11:30:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.039EUR |
-2.50% |
0.048
Bid Size: 30,000 |
0.058
Ask Size: 30,000 |
Tele2 AB ser. B |
105.00 SEK |
2024-06-21 |
Call |
Master data
| WKN: |
SW9DD2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tele2 AB ser. B |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 SEK |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-23 |
| Last trading day: |
2024-06-21 |
| Ratio: |
2:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
71.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.27 |
| Parity: |
-0.17 |
| Time value: |
0.06 |
| Break-even: |
9.32 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
1.86 |
| Spread abs.: |
0.01 |
| Spread %: |
19.23% |
| Delta: |
0.32 |
| Theta: |
-0.01 |
| Omega: |
22.55 |
| Rho: |
0.00 |
Quote data
| Open: |
0.039 |
| High: |
0.039 |
| Low: |
0.039 |
| Previous Close: |
0.040 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.33% |
| 1 Month |
|
|
-40.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.041 |
0.032 |
| 1M High / 1M Low: |
0.084 |
0.032 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.037 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.053 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
391.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
