Soc. Generale Call 34.57 IXD1 20.09.2024
/ DE000SW1ZQS4
Soc. Generale Call 34.57 IXD1 20..../ DE000SW1ZQS4 /
| 2024-05-02 8:11:04 AM |
Chg.-0.11 |
Bid1:36:17 PM |
Ask1:36:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.93EUR |
-10.58% |
0.95
Bid Size: 45,000 |
0.96
Ask Size: 45,000 |
INDITEX INH. EO... |
34.57 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZQS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
INDITEX INH. EO 0,03 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
34.57 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
9.88:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.20 |
| Parity: |
0.84 |
| Time value: |
0.10 |
| Break-even: |
43.86 |
| Moneyness: |
1.24 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.08% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
4.11 |
| Rho: |
0.11 |
Quote data
| Open: |
0.93 |
| High: |
0.93 |
| Low: |
0.93 |
| Previous Close: |
1.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.45% |
| 1 Month |
|
|
-27.34% |
| 3 Months |
|
|
+34.78% |
| YTD |
|
|
+38.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.17 |
1.04 |
| 1M High / 1M Low: |
1.28 |
0.94 |
| 6M High / 6M Low: |
1.28 |
0.30 |
| High (YTD): |
2024-04-02 |
1.28 |
| Low (YTD): |
2024-01-05 |
0.53 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.73 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.72% |
| Volatility 6M: |
|
94.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
