Soc. Generale Call 45 AZ2 21.06.2024
/ DE000SW2GES8
Soc. Generale Call 45 AZ2 21.06.2.../ DE000SW2GES8 /
| 30/05/2024 10:10:32 |
Chg.-0.040 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
-4.30% |
-
Bid Size: - |
-
Ask Size: - |
ANDRITZ AG |
45.00 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
SW2GES |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ANDRITZ AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
18/08/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.23 |
| Parity: |
0.91 |
| Time value: |
0.04 |
| Break-even: |
54.50 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.05 |
| Spread %: |
5.56% |
| Delta: |
0.92 |
| Theta: |
-0.03 |
| Omega: |
5.23 |
| Rho: |
0.02 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.890 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.25% |
| 1 Month |
|
|
+21.92% |
| 3 Months |
|
|
-35.51% |
| YTD |
|
|
-21.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
0.930 |
| 1M High / 1M Low: |
1.090 |
0.630 |
| 6M High / 6M Low: |
1.660 |
0.630 |
| High (YTD): |
22/02/2024 |
1.660 |
| Low (YTD): |
02/05/2024 |
0.630 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.002 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.867 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.121 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.68% |
| Volatility 6M: |
|
99.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
