Soc. Generale Call 2.2 BARC 21.06.2024
/ DE000SW7F6D9
Soc. Generale Call 2.2 BARC 21.06.../ DE000SW7F6D9 /
| 2024-05-03 9:35:22 PM |
Chg.0.000 |
Bid9:50:02 PM |
Ask9:50:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.039EUR |
0.00% |
0.040
Bid Size: 10,000 |
0.059
Ask Size: 10,000 |
Barclays PLC ORD 25P |
2.20 GBP |
2024-06-21 |
Call |
Master data
| WKN: |
SW7F6D |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Barclays PLC ORD 25P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.20 GBP |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-08 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
39.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.29 |
| Parity: |
-0.21 |
| Time value: |
0.06 |
| Break-even: |
2.62 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
1.25 |
| Spread abs.: |
0.02 |
| Spread %: |
47.50% |
| Delta: |
0.31 |
| Theta: |
0.00 |
| Omega: |
12.24 |
| Rho: |
0.00 |
Quote data
| Open: |
0.043 |
| High: |
0.043 |
| Low: |
0.035 |
| Previous Close: |
0.039 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.10% |
| 1 Month |
|
|
+11.43% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.052 |
0.039 |
| 1M High / 1M Low: |
0.063 |
0.017 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.044 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.034 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
440.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
