Soc. Generale Call 55 EVD 20.09.2024
/ DE000SW251J3
Soc. Generale Call 55 EVD 20.09.2.../ DE000SW251J3 /
| 2024-06-07 8:25:48 AM |
Chg.-0.02 |
Bid9:43:16 AM |
Ask9:43:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.59EUR |
-0.77% |
2.63
Bid Size: 4,000 |
2.68
Ask Size: 4,000 |
CTS EVENTIM KGAA |
55.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
SW251J |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CTS EVENTIM KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-06 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.60 |
| Intrinsic value: |
2.55 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.28 |
| Parity: |
2.55 |
| Time value: |
0.17 |
| Break-even: |
82.10 |
| Moneyness: |
1.46 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.05 |
| Spread %: |
1.88% |
| Delta: |
0.92 |
| Theta: |
-0.02 |
| Omega: |
2.73 |
| Rho: |
0.13 |
Quote data
| Open: |
2.59 |
| High: |
2.59 |
| Low: |
2.59 |
| Previous Close: |
2.61 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.19% |
| 1 Month |
|
|
-13.09% |
| 3 Months |
|
|
+20.47% |
| YTD |
|
|
+99.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.61 |
2.37 |
| 1M High / 1M Low: |
3.06 |
2.37 |
| 6M High / 6M Low: |
3.06 |
0.98 |
| High (YTD): |
2024-05-28 |
3.06 |
| Low (YTD): |
2024-01-23 |
0.98 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.17% |
| Volatility 6M: |
|
85.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
