Soc. Generale Call 38 ATS 20.09.2024
/ DE000SW1ZJT7
Soc. Generale Call 38 ATS 20.09.2.../ DE000SW1ZJT7 /
| 2024-05-22 6:56:09 PM |
Chg.+0.001 |
Bid2024-05-22 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.006EUR |
+20.00% |
0.006
Bid Size: 10,000 |
-
Ask Size: - |
AT+S AUSTR.T.+SYSTEM... |
38.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZJT |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AT+S AUSTR.T.+SYSTEMT. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
436.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.42 |
| Parity: |
-1.62 |
| Time value: |
0.01 |
| Break-even: |
38.05 |
| Moneyness: |
0.57 |
| Premium: |
0.74 |
| Premium p.a.: |
4.34 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.03 |
| Theta: |
0.00 |
| Omega: |
11.08 |
| Rho: |
0.00 |
Quote data
| Open: |
0.005 |
| High: |
0.007 |
| Low: |
0.005 |
| Previous Close: |
0.005 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+100.00% |
| 1 Month |
|
|
+500.00% |
| 3 Months |
|
|
+200.00% |
| YTD |
|
|
-90.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.007 |
0.002 |
| 1M High / 1M Low: |
0.007 |
0.001 |
| 6M High / 6M Low: |
0.079 |
0.001 |
| High (YTD): |
2024-01-02 |
0.048 |
| Low (YTD): |
2024-05-13 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.005 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.003 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.020 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,956.29% |
| Volatility 6M: |
|
962.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
