Soc. Generale Call 14 DRIA 20.09.2024
/ DE000SW1ZGW7
Soc. Generale Call 14 DRIA 20.09..../ DE000SW1ZGW7 /
2024-05-21 12:05:39 PM |
Chg.+0.03 |
Bid3:03:22 PM |
Ask3:03:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.27EUR |
+0.71% |
4.27 Bid Size: 800 |
4.41 Ask Size: 800 |
1+1 AG INH O.N. |
14.00 - |
2024-09-20 |
Call |
Master data
WKN: |
SW1ZGW |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
1+1 AG INH O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
14.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-08-08 |
Last trading day: |
2024-09-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.05 |
Intrinsic value: |
3.74 |
Implied volatility: |
0.51 |
Historic volatility: |
0.33 |
Parity: |
3.74 |
Time value: |
0.68 |
Break-even: |
18.42 |
Moneyness: |
1.27 |
Premium: |
0.04 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.14 |
Spread %: |
3.27% |
Delta: |
0.84 |
Theta: |
-0.01 |
Omega: |
3.37 |
Rho: |
0.04 |
Quote data
Open: |
4.20 |
High: |
4.27 |
Low: |
4.20 |
Previous Close: |
4.24 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.15% |
1 Month |
|
|
+34.28% |
3 Months |
|
|
-4.90% |
YTD |
|
|
-22.22% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.24 |
4.12 |
1M High / 1M Low: |
4.24 |
3.24 |
6M High / 6M Low: |
6.38 |
2.94 |
High (YTD): |
2024-01-24 |
6.38 |
Low (YTD): |
2024-04-16 |
2.94 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.16 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.76 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.35 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
97.98% |
Volatility 6M: |
|
93.71% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |