Soc. Generale Call 16 1U1 21.06.2024
/ DE000SW1VBF2
Soc. Generale Call 16 1U1 21.06.2.../ DE000SW1VBF2 /
| 2024-06-07 9:44:15 PM |
Chg.-0.050 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.520EUR |
-3.18% |
1.520
Bid Size: 2,000 |
1.750
Ask Size: 2,000 |
1+1 AG INH O.N. |
16.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
SW1VBF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
1+1 AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-04 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.48 |
| Intrinsic value: |
1.42 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.33 |
| Parity: |
1.42 |
| Time value: |
0.26 |
| Break-even: |
17.68 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.10 |
| Spread %: |
6.33% |
| Delta: |
0.79 |
| Theta: |
-0.02 |
| Omega: |
8.24 |
| Rho: |
0.00 |
Quote data
| Open: |
1.530 |
| High: |
1.650 |
| Low: |
1.510 |
| Previous Close: |
1.570 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.40% |
| 1 Month |
|
|
+14.29% |
| 3 Months |
|
|
-28.30% |
| YTD |
|
|
-56.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.940 |
1.520 |
| 1M High / 1M Low: |
1.940 |
1.190 |
| 6M High / 6M Low: |
4.170 |
1.060 |
| High (YTD): |
2024-01-24 |
4.170 |
| Low (YTD): |
2024-04-16 |
1.060 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.736 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.656 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.286 |
| Avg. volume 6M: |
|
31.280 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
293.46% |
| Volatility 6M: |
|
183.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
