Soc. Generale Call 38 BAC 21.06.2024
/ DE000SW1YRL0
Soc. Generale Call 38 BAC 21.06.2.../ DE000SW1YRL0 /
| 2024-05-07 5:26:17 PM |
Chg.+0.022 |
Bid6:02:44 PM |
Ask6:02:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
+25.00% |
0.099
Bid Size: 500,000 |
0.110
Ask Size: 500,000 |
Bank of America Corp... |
38.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SW1YRL |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Bank of America Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
34.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.22 |
| Parity: |
-0.03 |
| Time value: |
0.10 |
| Break-even: |
36.28 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.01 |
| Spread %: |
11.11% |
| Delta: |
0.50 |
| Theta: |
-0.01 |
| Omega: |
17.39 |
| Rho: |
0.02 |
Quote data
| Open: |
0.090 |
| High: |
0.110 |
| Low: |
0.088 |
| Previous Close: |
0.088 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.15% |
| 1 Month |
|
|
-15.38% |
| 3 Months |
|
|
+129.17% |
| YTD |
|
|
+22.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.088 |
0.066 |
| 1M High / 1M Low: |
0.150 |
0.042 |
| 6M High / 6M Low: |
0.160 |
0.018 |
| High (YTD): |
2024-03-28 |
0.160 |
| Low (YTD): |
2024-01-18 |
0.034 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.077 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.098 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.072 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
364.00% |
| Volatility 6M: |
|
298.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
