Soc. Generale Call 3.6 BSD2 20.09.2024
/ DE000SW1ZJ42
Soc. Generale Call 3.6 BSD2 20.09.../ DE000SW1ZJ42 /
| 2024-06-07 9:48:56 PM |
Chg.-0.010 |
Bid9:59:32 PM |
Ask9:59:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.200EUR |
-0.83% |
1.200
Bid Size: 2,500 |
1.230
Ask Size: 2,500 |
BCO SANTANDER N.EO0,... |
3.60 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZJ4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.60 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
1.13 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.23 |
| Parity: |
1.13 |
| Time value: |
0.09 |
| Break-even: |
4.82 |
| Moneyness: |
1.32 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.83% |
| Delta: |
0.91 |
| Theta: |
0.00 |
| Omega: |
3.54 |
| Rho: |
0.01 |
Quote data
| Open: |
1.220 |
| High: |
1.240 |
| Low: |
1.190 |
| Previous Close: |
1.210 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.09% |
| 1 Month |
|
|
-5.51% |
| 3 Months |
|
|
+122.22% |
| YTD |
|
|
+140.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.290 |
1.170 |
| 1M High / 1M Low: |
1.350 |
1.170 |
| 6M High / 6M Low: |
1.350 |
0.310 |
| High (YTD): |
2024-05-17 |
1.350 |
| Low (YTD): |
2024-01-29 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.218 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.256 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.756 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.30% |
| Volatility 6M: |
|
101.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
