Soc. Generale Call 50 BSN 21.06.2024
/ DE000SW26D74
Soc. Generale Call 50 BSN 21.06.2.../ DE000SW26D74 /
| 2024-06-03 9:37:14 PM |
Chg.+0.010 |
Bid9:57:38 PM |
Ask9:57:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
+1.12% |
0.900
Bid Size: 4,000 |
0.950
Ask Size: 4,000 |
DANONE S.A. EO -,25 |
50.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SW26D7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.13 |
| Parity: |
0.91 |
| Time value: |
0.02 |
| Break-even: |
59.30 |
| Moneyness: |
1.18 |
| Premium: |
0.00 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.09% |
| Delta: |
0.96 |
| Theta: |
-0.02 |
| Omega: |
6.12 |
| Rho: |
0.02 |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.900 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.88% |
| 1 Month |
|
|
+13.92% |
| 3 Months |
|
|
-5.26% |
| YTD |
|
|
-6.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.850 |
| 1M High / 1M Low: |
1.000 |
0.820 |
| 6M High / 6M Low: |
1.260 |
0.750 |
| High (YTD): |
2024-01-29 |
1.260 |
| Low (YTD): |
2024-04-16 |
0.750 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.876 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.932 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.000 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.80% |
| Volatility 6M: |
|
70.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
