Soc. Generale Call 16 WBA 21.03.2025
/ DE000SW9C0F8
Soc. Generale Call 16 WBA 21.03.2.../ DE000SW9C0F8 /
| 2024-05-31 9:39:14 PM |
Chg.+0.470 |
Bid9:59:40 PM |
Ask9:59:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.780EUR |
+20.35% |
2.760
Bid Size: 2,000 |
2.780
Ask Size: 2,000 |
Walgreens Boots Alli... |
16.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
SW9C0F |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Walgreens Boots Alliance Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 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: |
5.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.17 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.35 |
| Parity: |
0.20 |
| Time value: |
2.59 |
| Break-even: |
17.54 |
| Moneyness: |
1.01 |
| Premium: |
0.17 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
0.72% |
| Delta: |
0.62 |
| Theta: |
0.00 |
| Omega: |
3.34 |
| Rho: |
0.05 |
Quote data
| Open: |
2.250 |
| High: |
2.780 |
| Low: |
2.240 |
| Previous Close: |
2.310 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.17% |
| 1 Month |
|
|
-19.42% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.780 |
2.020 |
| 1M High / 1M Low: |
3.750 |
2.020 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.380 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.038 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
