Soc. Generale Call 50 K 20.12.2024
/ DE000SW38WD9
Soc. Generale Call 50 K 20.12.202.../ DE000SW38WD9 /
| 2024-05-31 12:43:58 PM |
Chg.0.000 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
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: |
5.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.18 |
| Parity: |
0.86 |
| Time value: |
0.12 |
| Break-even: |
55.96 |
| Moneyness: |
1.19 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
1.03% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
5.23 |
| Rho: |
0.23 |
Quote data
| Open: |
0.940 |
| High: |
0.950 |
| Low: |
0.940 |
| Previous Close: |
0.950 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.84% |
| 1 Month |
|
|
+6.74% |
| 3 Months |
|
|
+37.68% |
| YTD |
|
|
+20.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.930 |
| 1M High / 1M Low: |
1.190 |
0.800 |
| 6M High / 6M Low: |
1.190 |
0.560 |
| High (YTD): |
2024-05-15 |
1.190 |
| Low (YTD): |
2024-03-15 |
0.560 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.974 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.078 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.800 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.13% |
| Volatility 6M: |
|
110.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
