Soc. Generale Call 5000 GIVN 20.09.2024
/ DE000SW7WYM5
Soc. Generale Call 5000 GIVN 20.0.../ DE000SW7WYM5 /
| 2024-05-03 1:32:16 PM |
Chg.+0.005 |
Bid3:59:32 PM |
Ask3:59:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.010EUR |
+100.00% |
0.009
Bid Size: 250,000 |
0.020
Ask Size: 250,000 |
GIVAUDAN N |
5,000.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
SW7WYM |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
GIVAUDAN N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5,000.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-19 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
201.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.23 |
| Parity: |
-1.08 |
| Time value: |
0.02 |
| Break-even: |
5,139.17 |
| Moneyness: |
0.79 |
| Premium: |
0.27 |
| Premium p.a.: |
0.87 |
| Spread abs.: |
0.01 |
| Spread %: |
100.00% |
| Delta: |
0.08 |
| Theta: |
-0.34 |
| Omega: |
15.77 |
| Rho: |
1.13 |
Quote data
| Open: |
0.006 |
| High: |
0.010 |
| Low: |
0.006 |
| Previous Close: |
0.005 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.86% |
| 1 Month |
|
|
-28.57% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.007 |
0.005 |
| 1M High / 1M Low: |
0.018 |
0.004 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.006 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.009 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
675.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
