Soc. Generale Call 16 1U1 21.06.2024
/ DE000SW1VBF2
Soc. Generale Call 16 1U1 21.06.2.../ DE000SW1VBF2 /
2024-05-14 8:05:55 PM |
Chg.-0.060 |
Bid8:19:46 PM |
Ask8:19:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.820EUR |
-3.19% |
1.830 Bid Size: 1,700 |
2.050 Ask Size: 1,700 |
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: |
8.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.84 |
Intrinsic value: |
1.60 |
Implied volatility: |
0.46 |
Historic volatility: |
0.33 |
Parity: |
1.60 |
Time value: |
0.43 |
Break-even: |
18.03 |
Moneyness: |
1.10 |
Premium: |
0.02 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.08 |
Spread %: |
4.10% |
Delta: |
0.77 |
Theta: |
-0.01 |
Omega: |
6.70 |
Rho: |
0.01 |
Quote data
Open: |
1.850 |
High: |
2.040 |
Low: |
1.810 |
Previous Close: |
1.880 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+36.84% |
1 Month |
|
|
+45.60% |
3 Months |
|
|
-34.06% |
YTD |
|
|
-47.55% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.880 |
1.190 |
1M High / 1M Low: |
1.880 |
1.060 |
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: |
|
1.458 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.392 |
Avg. volume 1M: |
|
195.500 |
Avg. price 6M: |
|
2.389 |
Avg. volume 6M: |
|
31.532 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
284.14% |
Volatility 6M: |
|
172.02% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |