Soc. Generale Call 50 K 21.03.2025
/ DE000SW38WF4
Soc. Generale Call 50 K 21.03.202.../ DE000SW38WF4 /
| 2024-06-05 8:17:12 PM |
Chg.-0.040 |
Bid2024-06-05 |
Ask2024-06-05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.120EUR |
-3.45% |
1.120
Bid Size: 50,000 |
1.130
Ask Size: 50,000 |
Kellanova Co |
50.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
SW38WF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Kellanova Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-10-03 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
0.96 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
0.96 |
| Time value: |
0.22 |
| Break-even: |
57.75 |
| Moneyness: |
1.21 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.85% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
4.10 |
| Rho: |
0.29 |
Quote data
| Open: |
1.130 |
| High: |
1.160 |
| Low: |
1.090 |
| Previous Close: |
1.160 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.66% |
| 1 Month |
|
|
-4.27% |
| 3 Months |
|
|
+60.00% |
| YTD |
|
|
+34.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.160 |
1.040 |
| 1M High / 1M Low: |
1.330 |
1.040 |
| 6M High / 6M Low: |
1.330 |
0.660 |
| High (YTD): |
2024-05-14 |
1.330 |
| Low (YTD): |
2024-03-14 |
0.660 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.096 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.198 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.892 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.31% |
| Volatility 6M: |
|
92.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
