Soc. Generale Call 120 ALV 21.06.2024
/ DE000SW8TKS5
Soc. Generale Call 120 ALV 21.06..../ DE000SW8TKS5 /
| 2024-05-21 9:01:07 AM |
Chg.-0.060 |
Bid9:13:15 PM |
Ask9:13:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-9.68% |
0.730
Bid Size: 7,000 |
0.750
Ask Size: 7,000 |
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: |
0.560 |
| Low: |
0.560 |
| Previous Close: |
0.620 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.00% |
| 1 Month |
|
|
+69.70% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.430 |
| 1M High / 1M Low: |
0.710 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.574 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.521 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
263.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
