Soc. Generale Call 26 AXA 20.09.2024
/ DE000SW1ZJX9
Soc. Generale Call 26 AXA 20.09.2.../ DE000SW1ZJX9 /
| 2024-05-17 9:43:51 PM |
Chg.+0.030 |
Bid2024-05-17 |
Ask2024-05-17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+3.85% |
0.810
Bid Size: 6,000 |
0.840
Ask Size: 6,000 |
AXA S.A. INH. EO... |
26.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZJX |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AXA S.A. INH. EO 2,29 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.16 |
| Parity: |
0.76 |
| Time value: |
0.05 |
| Break-even: |
34.00 |
| Moneyness: |
1.29 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
1.27% |
| Delta: |
0.96 |
| Theta: |
0.00 |
| Omega: |
4.01 |
| Rho: |
0.08 |
Quote data
| Open: |
0.770 |
| High: |
0.820 |
| Low: |
0.770 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.22% |
| 1 Month |
|
|
+6.58% |
| 3 Months |
|
|
+50.00% |
| YTD |
|
|
+88.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.780 |
| 1M High / 1M Low: |
0.880 |
0.600 |
| 6M High / 6M Low: |
0.900 |
0.350 |
| High (YTD): |
2024-04-03 |
0.900 |
| Low (YTD): |
2024-01-15 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.794 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.770 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.608 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.83% |
| Volatility 6M: |
|
71.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
