Soc. Generale Call 50 BSN 20.09.2024
/ DE000SW26D82
Soc. Generale Call 50 BSN 20.09.2.../ DE000SW26D82 /
| 2024-05-30 8:28:29 AM |
Chg.-0.020 |
Bid9:44:05 AM |
Ask9:44:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
-2.15% |
0.960
Bid Size: 45,000 |
0.970
Ask Size: 45,000 |
DANONE S.A. EO -,25 |
50.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW26D8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.13 |
| Parity: |
0.85 |
| Time value: |
0.11 |
| Break-even: |
59.60 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.05% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
5.41 |
| Rho: |
0.13 |
Quote data
| Open: |
0.910 |
| High: |
0.910 |
| Low: |
0.910 |
| Previous Close: |
0.930 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.33% |
| 1 Month |
|
|
+8.33% |
| 3 Months |
|
|
-9.00% |
| YTD |
|
|
-4.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.050 |
0.930 |
| 1M High / 1M Low: |
1.070 |
0.840 |
| 6M High / 6M Low: |
1.280 |
0.700 |
| High (YTD): |
2024-02-22 |
1.280 |
| Low (YTD): |
2024-04-16 |
0.700 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.984 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.986 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.023 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.26% |
| Volatility 6M: |
|
78.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
