Soc. Generale Call 20 RY4C 20.12.2024
/ DE000SW2E3Z5
Soc. Generale Call 20 RY4C 20.12..../ DE000SW2E3Z5 /
| 2024-05-03 9:26:36 AM |
Chg.+0.010 |
Bid2024-05-03 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
+4.17% |
0.250
Bid Size: 80,000 |
-
Ask Size: - |
RYANAIR HLDGS PLC EO... |
20.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
SW2E3Z |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
RYANAIR HLDGS PLC EO-,006 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-18 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.29 |
| Parity: |
0.02 |
| Time value: |
0.24 |
| Break-even: |
22.60 |
| Moneyness: |
1.01 |
| Premium: |
0.12 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.61 |
| Theta: |
-0.01 |
| Omega: |
4.71 |
| Rho: |
0.06 |
Quote data
| Open: |
0.230 |
| High: |
0.250 |
| Low: |
0.230 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-16.67% |
| 3 Months |
|
|
-7.41% |
| YTD |
|
|
-3.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.230 |
| 1M High / 1M Low: |
0.320 |
0.230 |
| 6M High / 6M Low: |
0.320 |
0.150 |
| High (YTD): |
2024-04-10 |
0.320 |
| Low (YTD): |
2024-01-17 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.240 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.269 |
| Avg. volume 1M: |
|
52.381 |
| Avg. price 6M: |
|
0.244 |
| Avg. volume 6M: |
|
582.258 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.48% |
| Volatility 6M: |
|
108.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
