Soc. Generale Call 4.4 BSD2 20.09.2024
/ DE000SW1ZJ83
Soc. Generale Call 4.4 BSD2 20.09.../ DE000SW1ZJ83 /
2024-05-02 9:36:20 PM |
Chg.0.000 |
Bid8:00:00 AM |
Ask8:00:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.480EUR |
0.00% |
0.480 Bid Size: 6,300 |
0.510 Ask Size: 6,300 |
BCO SANTANDER N.EO0,... |
4.40 EUR |
2024-09-20 |
Call |
Master data
WKN: |
SW1ZJ8 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
BCO SANTANDER N.EO0,5 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
4.40 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-08-08 |
Last trading day: |
2024-09-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
9.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.39 |
Intrinsic value: |
0.17 |
Implied volatility: |
0.31 |
Historic volatility: |
0.23 |
Parity: |
0.17 |
Time value: |
0.30 |
Break-even: |
4.87 |
Moneyness: |
1.04 |
Premium: |
0.06 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.01 |
Spread %: |
2.17% |
Delta: |
0.65 |
Theta: |
0.00 |
Omega: |
6.29 |
Rho: |
0.01 |
Quote data
Open: |
0.490 |
High: |
0.490 |
Low: |
0.470 |
Previous Close: |
0.480 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-23.81% |
1 Month |
|
|
+9.09% |
3 Months |
|
|
+242.86% |
YTD |
|
|
+200.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.630 |
0.480 |
1M High / 1M Low: |
0.630 |
0.310 |
6M High / 6M Low: |
0.630 |
0.075 |
High (YTD): |
2024-04-29 |
0.630 |
Low (YTD): |
2024-02-16 |
0.075 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.555 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.458 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.209 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
173.41% |
Volatility 6M: |
|
161.85% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |