Soc. Generale Call 180 SND 20.09.2024
/ DE000SW1ZU62
Soc. Generale Call 180 SND 20.09..../ DE000SW1ZU62 /
| 2024-05-31 12:41:41 PM |
Chg.+0.12 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.15EUR |
+2.39% |
-
Bid Size: - |
-
Ask Size: - |
SCHNEIDER ELEC. INH.... |
180.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZU6 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.96 |
| Intrinsic value: |
4.75 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.21 |
| Parity: |
4.75 |
| Time value: |
0.52 |
| Break-even: |
232.60 |
| Moneyness: |
1.26 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
0.57% |
| Delta: |
0.89 |
| Theta: |
-0.06 |
| Omega: |
3.83 |
| Rho: |
0.45 |
Quote data
| Open: |
5.30 |
| High: |
5.30 |
| Low: |
5.15 |
| Previous Close: |
5.03 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.02% |
| 1 Month |
|
|
+30.05% |
| 3 Months |
|
|
+44.66% |
| YTD |
|
|
+199.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.85 |
5.03 |
| 1M High / 1M Low: |
5.85 |
3.80 |
| 6M High / 6M Low: |
5.85 |
1.07 |
| High (YTD): |
2024-05-27 |
5.85 |
| Low (YTD): |
2024-01-09 |
1.21 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.24% |
| Volatility 6M: |
|
103.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
