Soc. Generale Call 45 BFSA 20.12.2024
/ DE000SW8L7G1
Soc. Generale Call 45 BFSA 20.12..../ DE000SW8L7G1 /
| 6/3/2024 12:01:17 PM |
Chg.-0.007 |
Bid12:20:21 PM |
Ask12:20:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.073EUR |
-8.75% |
0.072
Bid Size: 15,000 |
0.082
Ask Size: 15,000 |
BEFESA S.A. ORD. O.N... |
45.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
SW8L7G |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BEFESA S.A. ORD. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
4/5/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
37.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.40 |
| Parity: |
-1.13 |
| Time value: |
0.09 |
| Break-even: |
45.91 |
| Moneyness: |
0.75 |
| Premium: |
0.36 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.01 |
| Spread %: |
12.35% |
| Delta: |
0.20 |
| Theta: |
-0.01 |
| Omega: |
7.40 |
| Rho: |
0.03 |
Quote data
| Open: |
0.079 |
| High: |
0.079 |
| Low: |
0.073 |
| Previous Close: |
0.080 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.00% |
| 1 Month |
|
|
+73.81% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.079 |
| 1M High / 1M Low: |
0.100 |
0.040 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.086 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.066 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
