Soc. Generale Call 15 WBA 21.03.2025
/ DE000SW9C0E1
Soc. Generale Call 15 WBA 21.03.2.../ DE000SW9C0E1 /
| 2024-05-17 9:47:18 PM |
Chg.-0.110 |
Bid9:58:05 PM |
Ask9:58:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.170EUR |
-2.57% |
4.180
Bid Size: 2,000 |
4.200
Ask Size: 2,000 |
Walgreens Boots Alli... |
15.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
SW9C0E |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Walgreens Boots Alliance Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.99 |
| Intrinsic value: |
2.93 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.34 |
| Parity: |
2.93 |
| Time value: |
1.27 |
| Break-even: |
18.00 |
| Moneyness: |
1.21 |
| Premium: |
0.08 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.48% |
| Delta: |
0.79 |
| Theta: |
0.00 |
| Omega: |
3.15 |
| Rho: |
0.08 |
Quote data
| Open: |
4.280 |
| High: |
4.310 |
| Low: |
4.170 |
| Previous Close: |
4.280 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.83% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.280 |
3.990 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.172 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
