Soc. Generale Call 40 SAX 20.09.2024
/ DE000SW2ST71
Soc. Generale Call 40 SAX 20.09.2.../ DE000SW2ST71 /
| 2024-05-31 9:38:20 PM |
Chg.+0.090 |
Bid9:49:32 PM |
Ask9:49:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.530EUR |
+3.69% |
2.550
Bid Size: 1,200 |
2.620
Ask Size: 1,200 |
STROEER SE + CO. KGA... |
40.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
SW2ST7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
STROEER SE + CO. KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-28 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.60 |
| Intrinsic value: |
2.55 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.23 |
| Parity: |
2.55 |
| Time value: |
0.08 |
| Break-even: |
66.30 |
| Moneyness: |
1.64 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.07 |
| Spread %: |
2.73% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
2.40 |
| Rho: |
0.11 |
Quote data
| Open: |
2.440 |
| High: |
2.530 |
| Low: |
2.440 |
| Previous Close: |
2.440 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.17% |
| 1 Month |
|
|
+27.14% |
| 3 Months |
|
|
+102.40% |
| YTD |
|
|
+70.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.610 |
2.440 |
| 1M High / 1M Low: |
2.680 |
1.970 |
| 6M High / 6M Low: |
2.680 |
1.250 |
| High (YTD): |
2024-05-21 |
2.680 |
| Low (YTD): |
2024-03-01 |
1.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.508 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.387 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.670 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.38% |
| Volatility 6M: |
|
62.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
