Soc. Generale Call 20 AOMD 20.09.2024
/ DE000SW9LEN4
Soc. Generale Call 20 AOMD 20.09..../ DE000SW9LEN4 /
| 2024-05-15 9:58:47 AM |
Chg.- |
Bid8:01:52 AM |
Ask8:01:52 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
- |
0.130
Bid Size: 15,000 |
0.140
Ask Size: 15,000 |
ALSTOM S.A. INH. ... |
20.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW9LEN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.54 |
| Parity: |
-0.17 |
| Time value: |
0.16 |
| Break-even: |
21.60 |
| Moneyness: |
0.91 |
| Premium: |
0.18 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.01 |
| Spread %: |
6.67% |
| Delta: |
0.46 |
| Theta: |
-0.01 |
| Omega: |
5.21 |
| Rho: |
0.02 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+66.67% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.086 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.113 |
| 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: |
|
- |
