Soc. Generale Call 540 IDXX 21.06.2024
/ DE000SW3NF71
Soc. Generale Call 540 IDXX 21.06.../ DE000SW3NF71 /
| 2024-05-21 10:13:41 AM |
Chg.-0.63 |
Bid5:13:56 PM |
Ask5:13:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.88EUR |
-41.72% |
0.95
Bid Size: 15,000 |
1.04
Ask Size: 15,000 |
IDEXX Laboratories I... |
540.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SW3NF7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
IDEXX Laboratories Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-19 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
38.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.27 |
| Parity: |
-0.91 |
| Time value: |
1.26 |
| Break-even: |
509.82 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.11 |
| Spread %: |
9.57% |
| Delta: |
0.44 |
| Theta: |
-0.28 |
| Omega: |
17.12 |
| Rho: |
0.17 |
Quote data
| Open: |
0.90 |
| High: |
0.90 |
| Low: |
0.88 |
| Previous Close: |
1.51 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+100.00% |
| 1 Month |
|
|
+51.72% |
| 3 Months |
|
|
-79.86% |
| YTD |
|
|
-85.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.05 |
0.44 |
| 1M High / 1M Low: |
2.05 |
0.20 |
| 6M High / 6M Low: |
6.45 |
0.20 |
| High (YTD): |
2024-02-06 |
6.20 |
| Low (YTD): |
2024-05-07 |
0.20 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.57 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
769.93% |
| Volatility 6M: |
|
358.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
