Soc. Generale Call 2.2 BARC 20.12.2024
/ DE000SW7F6F4
Soc. Generale Call 2.2 BARC 20.12.../ DE000SW7F6F4 /
2024-05-22 10:51:10 AM |
Chg.0.000 |
Bid11:10:07 AM |
Ask11:10:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.260EUR |
0.00% |
0.250 Bid Size: 125,000 |
0.270 Ask Size: 125,000 |
Barclays PLC ORD 25P |
2.20 GBP |
2024-12-20 |
Call |
Master data
WKN: |
SW7F6F |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Barclays PLC ORD 25P |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2.20 GBP |
Maturity: |
2024-12-20 |
Issue date: |
2024-03-08 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.23 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.29 |
Parity: |
-0.04 |
Time value: |
0.28 |
Break-even: |
2.86 |
Moneyness: |
0.99 |
Premium: |
0.13 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.02 |
Spread %: |
7.69% |
Delta: |
0.56 |
Theta: |
0.00 |
Omega: |
5.11 |
Rho: |
0.01 |
Quote data
Open: |
0.250 |
High: |
0.260 |
Low: |
0.250 |
Previous Close: |
0.260 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+8.33% |
1 Month |
|
|
+85.71% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.260 |
0.240 |
1M High / 1M Low: |
0.260 |
0.140 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.248 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.214 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
169.62% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |