Soc. Generale Call 50 K 20.12.2024
/ DE000SW38WD9
Soc. Generale Call 50 K 20.12.202.../ DE000SW38WD9 /
| 2024-06-05 9:37:27 PM |
Chg.-0.050 |
Bid9:58:02 PM |
Ask9:58:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.050EUR |
-4.55% |
1.050
Bid Size: 6,000 |
1.060
Ask Size: 6,000 |
Kellanova Co |
50.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SW38WD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Kellanova Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-03 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.96 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
0.96 |
| Time value: |
0.16 |
| Break-even: |
57.15 |
| Moneyness: |
1.21 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.90% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
4.39 |
| Rho: |
0.21 |
Quote data
| Open: |
1.050 |
| High: |
1.090 |
| Low: |
1.030 |
| Previous Close: |
1.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.00% |
| 1 Month |
|
|
-5.41% |
| 3 Months |
|
|
+61.54% |
| YTD |
|
|
+32.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
0.990 |
| 1M High / 1M Low: |
1.270 |
0.990 |
| 6M High / 6M Low: |
1.270 |
0.600 |
| High (YTD): |
2024-05-14 |
1.270 |
| Low (YTD): |
2024-03-14 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.036 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.136 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.836 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.14% |
| Volatility 6M: |
|
98.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
