Soc. Generale Call 2.4 O2D 20.09.2024
/ DE000SW20F45
Soc. Generale Call 2.4 O2D 20.09..../ DE000SW20F45 /
2024-04-23 8:28:08 AM |
Chg.0.000 |
Bid9:34:52 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.006EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
TELEFONICA DTLD HLDG... |
2.40 - |
2024-09-20 |
Call |
Master data
WKN: |
SW20F4 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
TELEFONICA DTLD HLDG NA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2.40 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-09-01 |
Last trading day: |
2024-04-23 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
557.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.20 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.08 |
Historic volatility: |
0.51 |
Parity: |
-0.17 |
Time value: |
0.00 |
Break-even: |
2.40 |
Moneyness: |
0.93 |
Premium: |
0.08 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.09 |
Theta: |
0.00 |
Omega: |
49.41 |
Rho: |
0.00 |
Quote data
Open: |
0.006 |
High: |
0.006 |
Low: |
0.006 |
Previous Close: |
0.006 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-94.55% |
YTD |
|
|
-95.38% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
0.150 |
0.006 |
High (YTD): |
2024-01-03 |
0.130 |
Low (YTD): |
2024-04-23 |
0.006 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
0.103 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
149.00% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |