Soc. Generale Call 32 GBF 21.06.2024
/ DE000SW1F5U1
Soc. Generale Call 32 GBF 21.06.2.../ DE000SW1F5U1 /
| 2024-04-29 8:18:11 AM |
Chg.+0.01 |
Bid9:24:03 AM |
Ask9:24:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.27EUR |
+0.79% |
1.29
Bid Size: 2,400 |
1.33
Ask Size: 2,400 |
BILFINGER SE O.N. |
32.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SW1F5U |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BILFINGER SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-25 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.29 |
| Intrinsic value: |
1.28 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.26 |
| Parity: |
1.28 |
| Time value: |
0.04 |
| Break-even: |
45.10 |
| Moneyness: |
1.40 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.04 |
| Spread %: |
3.15% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
3.27 |
| Rho: |
0.04 |
Quote data
| Open: |
1.27 |
| High: |
1.27 |
| Low: |
1.27 |
| Previous Close: |
1.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.00% |
| 1 Month |
|
|
+14.41% |
| 3 Months |
|
|
+58.75% |
| YTD |
|
|
+176.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.26 |
1.00 |
| 1M High / 1M Low: |
1.26 |
0.87 |
| 6M High / 6M Low: |
1.30 |
0.38 |
| High (YTD): |
2024-03-14 |
1.30 |
| Low (YTD): |
2024-01-03 |
0.40 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.78 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.17% |
| Volatility 6M: |
|
129.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
