Soc. Generale Call 46 GM 19.07.2024
/ DE000SW8LE46
Soc. Generale Call 46 GM 19.07.20.../ DE000SW8LE46 /
2024-06-07 9:41:59 PM |
Chg.+0.010 |
Bid9:58:12 PM |
Ask9:58:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
+7.14% |
0.140 Bid Size: 30,000 |
0.150 Ask Size: 30,000 |
General Motors Compa... |
46.00 USD |
2024-07-19 |
Call |
Master data
WKN: |
SW8LE4 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
General Motors Company |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
46.00 USD |
Maturity: |
2024-07-19 |
Issue date: |
2024-04-04 |
Last trading day: |
2024-07-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
29.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.26 |
Parity: |
-0.04 |
Time value: |
0.14 |
Break-even: |
43.63 |
Moneyness: |
0.99 |
Premium: |
0.04 |
Premium p.a.: |
0.43 |
Spread abs.: |
0.01 |
Spread %: |
7.69% |
Delta: |
0.50 |
Theta: |
-0.02 |
Omega: |
14.91 |
Rho: |
0.02 |
Quote data
Open: |
0.140 |
High: |
0.150 |
Low: |
0.120 |
Previous Close: |
0.140 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+36.36% |
1 Month |
|
|
-6.25% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.150 |
0.120 |
1M High / 1M Low: |
0.170 |
0.044 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.138 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.119 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
387.40% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |