Soc. Generale Call 120 ALV 21.06.2024
/ DE000SW8TKS5
Soc. Generale Call 120 ALV 21.06..../ DE000SW8TKS5 /
| 2024-05-21 1:22:07 PM |
Chg.-0.070 |
Bid1:53:30 PM |
Ask1:53:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-11.11% |
0.570
Bid Size: 5,300 |
0.710
Ask Size: 5,300 |
Autoliv Inc |
120.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SW8TKS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Autoliv Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-06-20 |
| 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: |
0.570 |
| Low: |
0.550 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
+51.35% |
| 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: |
|
- |
