Soc. Generale Call 120 ALV 20.09.2024
/ DE000SW8TKW7
Soc. Generale Call 120 ALV 20.09..../ DE000SW8TKW7 /
| 03/06/2024 17:27:05 |
Chg.+0.09 |
Bid19:05:39 |
Ask19:05:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.22EUR |
+7.96% |
1.19
Bid Size: 8,000 |
1.21
Ask Size: 8,000 |
Autoliv Inc |
120.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
SW8TKW |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Autoliv Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
0.70 |
| Time value: |
0.58 |
| Break-even: |
123.37 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
1.59% |
| Delta: |
0.69 |
| Theta: |
-0.04 |
| Omega: |
6.34 |
| Rho: |
0.20 |
Quote data
| Open: |
1.20 |
| High: |
1.26 |
| Low: |
1.20 |
| Previous Close: |
1.13 |
| Turnover: |
14,091.56 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.09% |
| 1 Month |
|
|
+31.18% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.25 |
1.05 |
| 1M High / 1M Low: |
1.25 |
0.85 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
