Soc. Generale Call 30 AXA 20.09.2024
/ DE000SW1ZJZ4
Soc. Generale Call 30 AXA 20.09.2.../ DE000SW1ZJZ4 /
| 2024-05-20 9:50:12 PM |
Chg.0.000 |
Bid2024-05-20 |
Ask2024-05-20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
0.00% |
0.450
Bid Size: 7,000 |
0.460
Ask Size: 7,000 |
AXA S.A. INH. EO... |
30.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZJZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AXA S.A. INH. EO 2,29 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
0.37 |
| Time value: |
0.09 |
| Break-even: |
34.60 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
2.22% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
6.02 |
| Rho: |
0.08 |
Quote data
| Open: |
0.440 |
| High: |
0.470 |
| Low: |
0.440 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+12.50% |
| 3 Months |
|
|
+114.29% |
| YTD |
|
|
+181.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.420 |
| 1M High / 1M Low: |
0.480 |
0.270 |
| 6M High / 6M Low: |
0.500 |
0.130 |
| High (YTD): |
2024-04-03 |
0.500 |
| Low (YTD): |
2024-01-11 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.436 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.406 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.283 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.90% |
| Volatility 6M: |
|
120.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
