Soc. Generale Call 12 SZU 20.09.2024
/ DE000SW7NBS9
Soc. Generale Call 12 SZU 20.09.2.../ DE000SW7NBS9 /
| 2024-05-28 7:54:39 PM |
Chg.-0.140 |
Bid8:50:06 PM |
Ask8:50:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.820EUR |
-7.14% |
1.800
Bid Size: 1,700 |
1.930
Ask Size: 1,700 |
SUEDZUCKER AG O.N. |
12.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW7NBS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SUEDZUCKER AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.06 |
| Intrinsic value: |
1.85 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.21 |
| Parity: |
1.85 |
| Time value: |
0.23 |
| Break-even: |
14.08 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.09 |
| Spread %: |
4.52% |
| Delta: |
0.90 |
| Theta: |
0.00 |
| Omega: |
6.00 |
| Rho: |
0.03 |
Quote data
| Open: |
1.920 |
| High: |
2.040 |
| Low: |
1.820 |
| Previous Close: |
1.960 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.22% |
| 1 Month |
|
|
+30.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.050 |
1.810 |
| 1M High / 1M Low: |
2.150 |
1.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.922 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.794 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
