Soc. Generale Call 22 BHP 21.06.2024
/ DE000SW13QK9
Soc. Generale Call 22 BHP 21.06.2.../ DE000SW13QK9 /
2024-06-04 5:56:06 PM |
Chg.-0.050 |
Bid6:09:47 PM |
Ask6:09:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.100EUR |
-33.33% |
0.100 Bid Size: 10,000 |
0.120 Ask Size: 10,000 |
Bhp Group Limited OR... |
22.00 GBP |
2024-06-21 |
Call |
Master data
WKN: |
SW13QK |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Bhp Group Limited ORD NPV (DI) |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
22.00 GBP |
Maturity: |
2024-06-21 |
Issue date: |
2023-08-10 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
16.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.11 |
Implied volatility: |
0.40 |
Historic volatility: |
0.23 |
Parity: |
0.11 |
Time value: |
0.05 |
Break-even: |
27.44 |
Moneyness: |
1.04 |
Premium: |
0.02 |
Premium p.a.: |
0.48 |
Spread abs.: |
0.01 |
Spread %: |
6.67% |
Delta: |
0.71 |
Theta: |
-0.03 |
Omega: |
11.89 |
Rho: |
0.01 |
Quote data
Open: |
0.140 |
High: |
0.140 |
Low: |
0.100 |
Previous Close: |
0.150 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-47.37% |
1 Month |
|
|
-28.57% |
3 Months |
|
|
-47.37% |
YTD |
|
|
-84.13% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.210 |
0.150 |
1M High / 1M Low: |
0.290 |
0.150 |
6M High / 6M Low: |
0.630 |
0.140 |
High (YTD): |
2024-01-02 |
0.630 |
Low (YTD): |
2024-05-03 |
0.140 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.174 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.193 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.291 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
225.39% |
Volatility 6M: |
|
158.75% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |