Soc. Generale Call 18 AUS 20.09.2024
/ DE000SW7C6Y8
Soc. Generale Call 18 AUS 20.09.2.../ DE000SW7C6Y8 /
| 2024-05-15 9:02:21 PM |
Chg.-0.090 |
Bid9:43:23 PM |
Ask9:43:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.670EUR |
-2.39% |
3.690
Bid Size: 900 |
3.900
Ask Size: 900 |
AT+S AUSTR.T.+SYSTEM... |
18.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
SW7C6Y |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AT+S AUSTR.T.+SYSTEMT. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.75 |
| Intrinsic value: |
2.70 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.43 |
| Parity: |
2.70 |
| Time value: |
1.26 |
| Break-even: |
21.96 |
| Moneyness: |
1.15 |
| Premium: |
0.06 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.09 |
| Spread %: |
2.33% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
3.93 |
| Rho: |
0.04 |
Quote data
| Open: |
3.780 |
| High: |
3.780 |
| Low: |
3.540 |
| Previous Close: |
3.760 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.25% |
| 1 Month |
|
|
+57.51% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.450 |
3.160 |
| 1M High / 1M Low: |
4.450 |
2.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.760 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.307 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
