Soc. Generale Call 155 SCA/B 20.09.2024
/ DE000SW7Z1F1
Soc. Generale Call 155 SCA/B 20.0.../ DE000SW7Z1F1 /
| 2024-06-03 8:48:56 AM |
Chg.+0.020 |
Bid10:04:05 AM |
Ask10:04:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
+8.33% |
0.240
Bid Size: 45,000 |
0.250
Ask Size: 45,000 |
Svenska Cellulosa AB... |
155.00 SEK |
2024-09-20 |
Call |
Master data
| WKN: |
SW7Z1F |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Svenska Cellulosa AB SCA ser. B |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 SEK |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-20 |
| Last trading day: |
2024-09-20 |
| Ratio: |
5:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
10.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.26 |
| Parity: |
0.05 |
| Time value: |
0.22 |
| Break-even: |
14.92 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
3.85% |
| Delta: |
0.59 |
| Theta: |
-0.01 |
| Omega: |
6.08 |
| Rho: |
0.02 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.240 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.33% |
| 1 Month |
|
|
-10.34% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.220 |
| 1M High / 1M Low: |
0.380 |
0.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.238 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.298 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
