Soc. Generale Call 46 SAX 20.09.2024
/ DE000SW1ZDH5
Soc. Generale Call 46 SAX 20.09.2.../ DE000SW1ZDH5 /
| 2024-05-31 9:49:53 PM |
Chg.+0.100 |
Bid2024-05-31 |
Ask2024-05-31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.950EUR |
+5.41% |
1.950
Bid Size: 1,600 |
2.020
Ask Size: 1,600 |
STROEER SE + CO. KGA... |
46.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZDH |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
STROEER SE + CO. KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.00 |
| Intrinsic value: |
1.95 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.23 |
| Parity: |
1.95 |
| Time value: |
0.08 |
| Break-even: |
66.30 |
| Moneyness: |
1.42 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.07 |
| Spread %: |
3.57% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
3.09 |
| Rho: |
0.13 |
Quote data
| Open: |
1.840 |
| High: |
1.950 |
| Low: |
1.830 |
| Previous Close: |
1.850 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.41% |
| 1 Month |
|
|
+37.32% |
| 3 Months |
|
|
+146.84% |
| YTD |
|
|
+91.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.010 |
1.840 |
| 1M High / 1M Low: |
2.080 |
1.400 |
| 6M High / 6M Low: |
2.080 |
0.790 |
| High (YTD): |
2024-05-21 |
2.080 |
| Low (YTD): |
2024-03-01 |
0.790 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.914 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.797 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.161 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.93% |
| Volatility 6M: |
|
83.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
