Soc. Generale Call 2200 OMXS30 20.09.2024
/ DE000SW337P7
Soc. Generale Call 2200 OMXS30 20.../ DE000SW337P7 /
| 2024-05-17 9:48:26 AM |
Chg.-0.18 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.81EUR |
-4.51% |
-
Bid Size: - |
-
Ask Size: - |
OMX Stockholm 30 Ind... |
2,200.00 SEK |
2024-09-20 |
Call |
Master data
| WKN: |
SW337P |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
OMX Stockholm 30 Index |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,200.00 SEK |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-28 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
5.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.76 |
| Intrinsic value: |
3.51 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.01 |
| Parity: |
3.51 |
| Time value: |
0.30 |
| Break-even: |
227.04 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.26% |
| Delta: |
0.95 |
| Theta: |
-0.03 |
| Omega: |
5.61 |
| Rho: |
0.61 |
Quote data
| Open: |
3.81 |
| High: |
3.81 |
| Low: |
3.81 |
| Previous Close: |
3.99 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.06% |
| 1 Month |
|
|
+27.00% |
| 3 Months |
|
|
+70.09% |
| YTD |
|
|
+51.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.05 |
3.89 |
| 1M High / 1M Low: |
4.05 |
2.93 |
| 6M High / 6M Low: |
4.05 |
1.37 |
| High (YTD): |
2024-05-15 |
4.05 |
| Low (YTD): |
2024-01-19 |
1.71 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.54 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.27% |
| Volatility 6M: |
|
67.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
