Soc. Generale Call 2.2 BARC 20.12.2024
/ DE000SW7F6F4
Soc. Generale Call 2.2 BARC 20.12.../ DE000SW7F6F4 /
2024-05-03 9:38:55 PM |
Chg.0.000 |
Bid2024-05-03 |
Ask2024-05-03 |
Underlying |
Strike price |
Expiration date |
Option type |
0.180EUR |
0.00% |
0.180 Bid Size: 10,000 |
0.200 Ask Size: 10,000 |
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: |
11.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.16 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.29 |
Parity: |
-0.21 |
Time value: |
0.20 |
Break-even: |
2.76 |
Moneyness: |
0.92 |
Premium: |
0.17 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.02 |
Spread %: |
11.11% |
Delta: |
0.47 |
Theta: |
0.00 |
Omega: |
5.53 |
Rho: |
0.01 |
Quote data
Open: |
0.190 |
High: |
0.190 |
Low: |
0.170 |
Previous Close: |
0.180 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-14.29% |
1 Month |
|
|
+28.57% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.200 |
0.180 |
1M High / 1M Low: |
0.210 |
0.100 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.188 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.147 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
194.57% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |