Soc. Generale Call 18 AUS 21.06.2024
/ DE000SW7C6X0
Soc. Generale Call 18 AUS 21.06.2.../ DE000SW7C6X0 /
| 2024-05-15 9:02:00 PM |
Chg.-0.110 |
Bid9:21:23 PM |
Ask9:21:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.970EUR |
-3.57% |
2.990
Bid Size: 1,100 |
3.220
Ask Size: 1,100 |
AT+S AUSTR.T.+SYSTEM... |
18.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
SW7C6X |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AT+S AUSTR.T.+SYSTEMT. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.97 |
| Intrinsic value: |
2.70 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.43 |
| Parity: |
2.70 |
| Time value: |
0.60 |
| Break-even: |
21.30 |
| Moneyness: |
1.15 |
| Premium: |
0.03 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.10 |
| Spread %: |
3.13% |
| Delta: |
0.79 |
| Theta: |
-0.02 |
| Omega: |
4.98 |
| Rho: |
0.01 |
Quote data
| Open: |
3.100 |
| High: |
3.100 |
| Low: |
2.770 |
| Previous Close: |
3.080 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.87% |
| 1 Month |
|
|
+70.69% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.850 |
2.470 |
| 1M High / 1M Low: |
3.850 |
1.660 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.104 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.685 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
234.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
