Soc. Generale Call 26 BFSA 21.06.2024
/ DE000SW9PAD4
Soc. Generale Call 26 BFSA 21.06..../ DE000SW9PAD4 /
| 2024-06-07 9:35:42 PM |
Chg.-0.190 |
Bid2024-06-07 |
Ask2024-06-07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
-25.68% |
0.550
Bid Size: 5,500 |
0.630
Ask Size: 5,500 |
BEFESA S.A. ORD. O.N... |
26.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SW9PAD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BEFESA S.A. ORD. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-29 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
1.02 |
| Historic volatility: |
0.40 |
| Parity: |
0.77 |
| Time value: |
0.03 |
| Break-even: |
34.00 |
| Moneyness: |
1.30 |
| Premium: |
0.01 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.05 |
| Spread %: |
6.67% |
| Delta: |
0.92 |
| Theta: |
-0.04 |
| Omega: |
3.88 |
| Rho: |
0.01 |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.500 |
| Previous Close: |
0.740 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.29% |
| 1 Month |
|
|
+34.15% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.620 |
| 1M High / 1M Low: |
0.820 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.678 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.609 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
