Soc. Generale Call 30 EUZ 20.09.2024
/ DE000SW3XJ83
Soc. Generale Call 30 EUZ 20.09.2.../ DE000SW3XJ83 /
| 2024-05-21 9:46:02 PM |
Chg.-0.030 |
Bid2024-05-21 |
Ask2024-05-21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.690EUR |
-1.74% |
1.690
Bid Size: 1,800 |
1.780
Ask Size: 1,800 |
ECKERT+ZIEGLER INH ... |
30.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
SW3XJ8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ECKERT+ZIEGLER INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.73 |
| Intrinsic value: |
1.68 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.40 |
| Parity: |
1.68 |
| Time value: |
0.11 |
| Break-even: |
47.90 |
| Moneyness: |
1.56 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
2.29% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
2.42 |
| Rho: |
0.08 |
Quote data
| Open: |
1.690 |
| High: |
1.750 |
| Low: |
1.690 |
| Previous Close: |
1.720 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.05% |
| 1 Month |
|
|
+89.89% |
| 3 Months |
|
|
+27.07% |
| YTD |
|
|
+23.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.720 |
1.620 |
| 1M High / 1M Low: |
1.720 |
0.860 |
| 6M High / 6M Low: |
1.760 |
0.630 |
| High (YTD): |
2024-01-30 |
1.760 |
| Low (YTD): |
2024-04-19 |
0.630 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.664 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.186 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.217 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.53% |
| Volatility 6M: |
|
117.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
