Soc. Generale Call 115 RDC 21.06.2024
/ DE000SW2KX16
Soc. Generale Call 115 RDC 21.06..../ DE000SW2KX16 /
2024-06-07 9:46:18 PM |
Chg.-0.020 |
Bid2024-06-07 |
Ask2024-06-07 |
Underlying |
Strike price |
Expiration date |
Option type |
0.510EUR |
-3.77% |
0.510 Bid Size: 5,900 |
0.630 Ask Size: 5,900 |
REDCARE PHARMACY INH... |
115.00 EUR |
2024-06-21 |
Call |
Master data
WKN: |
SW2KX1 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
REDCARE PHARMACY INH. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
115.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-08-22 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
18.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.53 |
Intrinsic value: |
0.18 |
Implied volatility: |
0.59 |
Historic volatility: |
0.49 |
Parity: |
0.18 |
Time value: |
0.44 |
Break-even: |
121.20 |
Moneyness: |
1.02 |
Premium: |
0.04 |
Premium p.a.: |
1.82 |
Spread abs.: |
0.07 |
Spread %: |
12.73% |
Delta: |
0.58 |
Theta: |
-0.20 |
Omega: |
10.96 |
Rho: |
0.02 |
Quote data
Open: |
0.520 |
High: |
0.690 |
Low: |
0.510 |
Previous Close: |
0.530 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+6.25% |
1 Month |
|
|
-71.67% |
3 Months |
|
|
-70.86% |
YTD |
|
|
-83.17% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.590 |
0.460 |
1M High / 1M Low: |
1.800 |
0.130 |
6M High / 6M Low: |
4.080 |
0.130 |
High (YTD): |
2024-03-28 |
4.080 |
Low (YTD): |
2024-05-22 |
0.130 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.520 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.687 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.540 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
499.90% |
Volatility 6M: |
|
251.31% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |