Soc. Generale Call 25 WIB 21.06.2024
/ DE000SW2BKJ5
Soc. Generale Call 25 WIB 21.06.2.../ DE000SW2BKJ5 /
| 2024-05-31 9:38:51 PM |
Chg.0.000 |
Bid9:52:38 PM |
Ask9:52:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
0.00% |
0.950
Bid Size: 6,000 |
0.990
Ask Size: 6,000 |
WIENERBERGER |
25.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SW2BKJ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
WIENERBERGER |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.95 |
| Implied volatility: |
0.99 |
| Historic volatility: |
0.22 |
| Parity: |
0.95 |
| Time value: |
0.03 |
| Break-even: |
34.80 |
| Moneyness: |
1.38 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
3.16% |
| Delta: |
0.94 |
| Theta: |
-0.03 |
| Omega: |
3.29 |
| Rho: |
0.01 |
Quote data
| Open: |
0.940 |
| High: |
0.940 |
| Low: |
0.930 |
| Previous Close: |
0.940 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.93% |
| 1 Month |
|
|
+10.59% |
| 3 Months |
|
|
+27.03% |
| YTD |
|
|
+56.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.050 |
0.940 |
| 1M High / 1M Low: |
1.070 |
0.850 |
| 6M High / 6M Low: |
1.070 |
0.320 |
| High (YTD): |
2024-05-09 |
1.070 |
| Low (YTD): |
2024-01-17 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.982 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.003 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.730 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.30% |
| Volatility 6M: |
|
88.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
