Soc. Generale Call 35 EUZ 20.09.2024
/ DE000SW1ZM47
Soc. Generale Call 35 EUZ 20.09.2.../ DE000SW1ZM47 /
2024-06-11 11:16:41 AM |
Chg.0.000 |
Bid3:02:17 PM |
Ask3:02:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.360EUR |
0.00% |
1.320 Bid Size: 5,000 |
1.360 Ask Size: 5,000 |
ECKERT+ZIEGLER INH ... |
35.00 - |
2024-09-20 |
Call |
Master data
WKN: |
SW1ZM4 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
ECKERT+ZIEGLER INH O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
35.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-08-08 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.35 |
Intrinsic value: |
1.29 |
Implied volatility: |
0.58 |
Historic volatility: |
0.39 |
Parity: |
1.29 |
Time value: |
0.13 |
Break-even: |
49.20 |
Moneyness: |
1.37 |
Premium: |
0.03 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.04 |
Spread %: |
2.90% |
Delta: |
0.89 |
Theta: |
-0.02 |
Omega: |
2.99 |
Rho: |
0.08 |
Quote data
Open: |
1.340 |
High: |
1.360 |
Low: |
1.340 |
Previous Close: |
1.360 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-2.16% |
1 Month |
|
|
+70.00% |
3 Months |
|
|
+86.30% |
YTD |
|
|
+36.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.400 |
1.360 |
1M High / 1M Low: |
1.400 |
0.780 |
6M High / 6M Low: |
1.400 |
0.370 |
High (YTD): |
2024-06-06 |
1.400 |
Low (YTD): |
2024-04-19 |
0.370 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.386 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.217 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.920 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
155.81% |
Volatility 6M: |
|
149.28% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |