Soc. Generale Call 50 SAX 20.09.2024
/ DE000SW1ZDK9
Soc. Generale Call 50 SAX 20.09.2.../ DE000SW1ZDK9 /
| 2024-05-31 9:47:15 PM |
Chg.+0.090 |
Bid9:58:26 PM |
Ask9:58:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.550EUR |
+6.16% |
1.560
Bid Size: 2,000 |
1.630
Ask Size: 2,000 |
STROEER SE + CO. KGA... |
50.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZDK |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
STROEER SE + CO. KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.61 |
| Intrinsic value: |
1.55 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
1.55 |
| Time value: |
0.08 |
| Break-even: |
66.30 |
| Moneyness: |
1.31 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.07 |
| Spread %: |
4.49% |
| Delta: |
0.95 |
| Theta: |
-0.01 |
| Omega: |
3.83 |
| Rho: |
0.14 |
Quote data
| Open: |
1.450 |
| High: |
1.550 |
| Low: |
1.450 |
| Previous Close: |
1.460 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.49% |
| 1 Month |
|
|
+42.20% |
| 3 Months |
|
|
+192.45% |
| YTD |
|
|
+109.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.620 |
1.450 |
| 1M High / 1M Low: |
1.690 |
1.070 |
| 6M High / 6M Low: |
1.690 |
0.530 |
| High (YTD): |
2024-05-21 |
1.690 |
| Low (YTD): |
2024-03-01 |
0.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.522 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.424 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.860 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.24% |
| Volatility 6M: |
|
104.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
