Soc. Generale Call 42 SAX 20.09.2024
/ DE000SW1ZDF9
Soc. Generale Call 42 SAX 20.09.2.../ DE000SW1ZDF9 /
| 2024-05-31 9:38:45 PM |
Chg.+0.080 |
Bid9:49:30 PM |
Ask9:49:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.330EUR |
+3.56% |
2.350
Bid Size: 1,300 |
2.420
Ask Size: 1,300 |
STROEER SE + CO. KGA... |
42.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZDF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
STROEER SE + CO. KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.40 |
| Intrinsic value: |
2.35 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.23 |
| Parity: |
2.35 |
| Time value: |
0.08 |
| Break-even: |
66.30 |
| Moneyness: |
1.56 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.07 |
| Spread %: |
2.97% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
2.59 |
| Rho: |
0.12 |
Quote data
| Open: |
2.240 |
| High: |
2.330 |
| Low: |
2.240 |
| Previous Close: |
2.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.51% |
| 1 Month |
|
|
+30.17% |
| 3 Months |
|
|
+113.76% |
| YTD |
|
|
+73.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.420 |
2.240 |
| 1M High / 1M Low: |
2.480 |
1.770 |
| 6M High / 6M Low: |
2.480 |
1.090 |
| High (YTD): |
2024-05-21 |
2.480 |
| Low (YTD): |
2024-03-01 |
1.090 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.312 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.189 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.495 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.51% |
| Volatility 6M: |
|
69.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
