Soc. Generale Call 16 REP 20.09.2024
/ DE000SW1ZUE6
Soc. Generale Call 16 REP 20.09.2.../ DE000SW1ZUE6 /
| 31/05/2024 21:43:24 |
Chg.+0.040 |
Bid21:57:59 |
Ask21:57:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
+14.81% |
0.320
Bid Size: 9,400 |
0.360
Ask Size: 9,400 |
REPSOL S.A. INH. ... |
16.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
SW1ZUE |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
REPSOL S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
08/08/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
42.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.21 |
| Parity: |
-0.98 |
| Time value: |
0.35 |
| Break-even: |
16.35 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
2.94% |
| Delta: |
0.34 |
| Theta: |
0.00 |
| Omega: |
14.53 |
| Rho: |
0.01 |
Quote data
| Open: |
0.300 |
| High: |
0.320 |
| Low: |
0.290 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.71% |
| 1 Month |
|
|
-16.22% |
| 3 Months |
|
|
-39.22% |
| YTD |
|
|
+10.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.270 |
| 1M High / 1M Low: |
0.380 |
0.270 |
| 6M High / 6M Low: |
1.090 |
0.240 |
| High (YTD): |
05/04/2024 |
1.090 |
| Low (YTD): |
23/01/2024 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.328 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.316 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.437 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.90% |
| Volatility 6M: |
|
169.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
