Soc. Generale Call 5.15 CABK 21.06.2024
/ DE000SW7DLS9
Soc. Generale Call 5.15 CABK 21.0.../ DE000SW7DLS9 /
2024-05-15 10:09:08 AM |
Chg.0.000 |
Bid1:34:00 PM |
Ask1:34:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
0.00% |
0.150 Bid Size: 80,000 |
0.160 Ask Size: 80,000 |
CAIXABANK CAIXABANK,... |
5.15 EUR |
2024-06-21 |
Call |
Master data
WKN: |
SW7DLS |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
CAIXABANK CAIXABANK, S.A. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.15 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2024-03-07 |
Last trading day: |
2024-06-21 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
29.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.22 |
Parity: |
-0.19 |
Time value: |
0.17 |
Break-even: |
5.32 |
Moneyness: |
0.96 |
Premium: |
0.07 |
Premium p.a.: |
1.01 |
Spread abs.: |
0.01 |
Spread %: |
6.25% |
Delta: |
0.41 |
Theta: |
0.00 |
Omega: |
12.05 |
Rho: |
0.00 |
Quote data
Open: |
0.150 |
High: |
0.150 |
Low: |
0.150 |
Previous Close: |
0.150 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.25% |
1 Month |
|
|
+7.14% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.160 |
0.140 |
1M High / 1M Low: |
0.280 |
0.120 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.148 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.170 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
193.53% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |