Soc. Generale Call 42 SAX 20.09.2024
/ DE000SW1ZDF9
Soc. Generale Call 42 SAX 20.09.2.../ DE000SW1ZDF9 /
| 2024-05-31 6:14:46 PM |
Chg.+0.05 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.30EUR |
+2.22% |
-
Bid Size: - |
-
Ask Size: - |
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: |
2.24 |
| High: |
2.32 |
| Low: |
2.24 |
| Previous Close: |
2.25 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.74% |
| 1 Month |
|
|
+27.78% |
| 3 Months |
|
|
+111.01% |
| YTD |
|
|
+72.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.41 |
2.25 |
| 1M High / 1M Low: |
2.50 |
1.76 |
| 6M High / 6M Low: |
2.50 |
1.09 |
| High (YTD): |
2024-05-21 |
2.50 |
| Low (YTD): |
2024-03-01 |
1.09 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.50 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.64% |
| Volatility 6M: |
|
72.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
