Soc. Generale Call 120 ALV 21.06.2024
/ DE000SW8TKS5
Soc. Generale Call 120 ALV 21.06..../ DE000SW8TKS5 /
| 21/05/2024 20:24:41 |
Chg.+0.110 |
Bid21:04:19 |
Ask21:04:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
+17.46% |
0.730
Bid Size: 7,000 |
0.750
Ask Size: 7,000 |
Autoliv Inc |
120.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
SW8TKS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Autoliv Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
0.49 |
| Time value: |
0.17 |
| Break-even: |
117.09 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
3.13% |
| Delta: |
0.74 |
| Theta: |
-0.05 |
| Omega: |
13.00 |
| Rho: |
0.07 |
Quote data
| Open: |
0.560 |
| High: |
0.740 |
| Low: |
0.520 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+54.17% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.480 |
| 1M High / 1M Low: |
0.760 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.644 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.577 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
294.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
