Soc. Generale Call 25 WIB 21.06.2024
/ DE000SW2BKJ5
Soc. Generale Call 25 WIB 21.06.2.../ DE000SW2BKJ5 /
2024-05-17 9:36:30 PM |
Chg.+0.020 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.060EUR |
+1.92% |
1.050 Bid Size: 6,000 |
1.090 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: |
3.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.05 |
Intrinsic value: |
1.04 |
Implied volatility: |
0.85 |
Historic volatility: |
0.22 |
Parity: |
1.04 |
Time value: |
0.04 |
Break-even: |
35.80 |
Moneyness: |
1.42 |
Premium: |
0.01 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.02 |
Spread %: |
1.89% |
Delta: |
0.93 |
Theta: |
-0.02 |
Omega: |
3.05 |
Rho: |
0.02 |
Quote data
Open: |
1.030 |
High: |
1.060 |
Low: |
1.020 |
Previous Close: |
1.040 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+0.95% |
1 Month |
|
|
+37.66% |
3 Months |
|
|
+30.86% |
YTD |
|
|
+76.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.060 |
1.030 |
1M High / 1M Low: |
1.070 |
0.730 |
6M High / 6M Low: |
1.070 |
0.260 |
High (YTD): |
2024-05-09 |
1.070 |
Low (YTD): |
2024-01-17 |
0.400 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.044 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.918 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.674 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
60.49% |
Volatility 6M: |
|
89.24% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |