Soc. Generale Call 2.6 BARC 20.09.2024
/ DE000SW9N9V3
Soc. Generale Call 2.6 BARC 20.09.../ DE000SW9N9V3 /
| 16/05/2024 10:22:02 |
Chg.-0.003 |
Bid10:37:28 |
Ask10:37:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.044EUR |
-6.38% |
0.045
Bid Size: 200,000 |
0.065
Ask Size: 200,000 |
Barclays PLC ORD 25P |
2.60 GBP |
20/09/2024 |
Call |
Master data
| WKN: |
SW9N9V |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Barclays PLC ORD 25P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.60 GBP |
| Maturity: |
20/09/2024 |
| Issue date: |
29/04/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
38.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.29 |
| Parity: |
-0.54 |
| Time value: |
0.06 |
| Break-even: |
3.09 |
| Moneyness: |
0.82 |
| Premium: |
0.24 |
| Premium p.a.: |
0.87 |
| Spread abs.: |
0.02 |
| Spread %: |
45.45% |
| Delta: |
0.23 |
| Theta: |
0.00 |
| Omega: |
8.87 |
| Rho: |
0.00 |
Quote data
| Open: |
0.043 |
| High: |
0.044 |
| Low: |
0.043 |
| Previous Close: |
0.047 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.20% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.049 |
0.046 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.048 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
