Soc. Generale Call 38.52 IXD1 21.06.2024
/ DE000SW1TQY5
Soc. Generale Call 38.52 IXD1 21..../ DE000SW1TQY5 /
| 2024-04-05 10:19:13 AM |
Chg.- |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.39EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
INDITEX INH. EO... |
38.52 - |
2024-06-21 |
Call |
Master data
| WKN: |
SW1TQY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
INDITEX INH. EO 0,03 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.52 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-03 |
| Last trading day: |
2024-04-05 |
| Ratio: |
4.94:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
6.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.20 |
| Parity: |
0.81 |
| Time value: |
0.58 |
| Break-even: |
45.38 |
| Moneyness: |
1.10 |
| Premium: |
0.07 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.70 |
| Theta: |
-0.04 |
| Omega: |
4.31 |
| Rho: |
0.03 |
Quote data
| Open: |
1.39 |
| High: |
1.39 |
| Low: |
1.39 |
| Previous Close: |
1.61 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-6.08% |
| 3 Months |
|
|
+113.85% |
| YTD |
|
|
+117.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.61 |
1.39 |
| 6M High / 6M Low: |
1.68 |
0.21 |
| High (YTD): |
2024-04-02 |
1.68 |
| Low (YTD): |
2024-01-05 |
0.44 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.68 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
250.98% |
| Volatility 6M: |
|
159.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
