Soc. Generale Call 160 FFIV 21.06.2024
/ DE000SW3NFV3
Soc. Generale Call 160 FFIV 21.06.../ DE000SW3NFV3 /
| 2024-05-02 9:42:47 PM |
Chg.-0.060 |
Bid9:59:36 PM |
Ask9:59:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
-6.06% |
0.980
Bid Size: 3,100 |
1.030
Ask Size: 3,100 |
F5 Inc |
160.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SW3NFV |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
F5 Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-19 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.19 |
| Parity: |
0.62 |
| Time value: |
0.47 |
| Break-even: |
160.19 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.05 |
| Spread %: |
4.81% |
| Delta: |
0.68 |
| Theta: |
-0.07 |
| Omega: |
9.67 |
| Rho: |
0.13 |
Quote data
| Open: |
0.850 |
| High: |
1.050 |
| Low: |
0.840 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-61.41% |
| 1 Month |
|
|
-69.51% |
| 3 Months |
|
|
-69.21% |
| YTD |
|
|
-65.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.430 |
0.990 |
| 1M High / 1M Low: |
3.510 |
0.990 |
| 6M High / 6M Low: |
3.510 |
0.990 |
| High (YTD): |
2024-04-09 |
3.510 |
| Low (YTD): |
2024-04-30 |
0.990 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.020 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.653 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.565 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.10% |
| Volatility 6M: |
|
119.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
