Soc. Generale Call 55 NET 20.09.2024
/ DE000SW2EPZ4
Soc. Generale Call 55 NET 20.09.2.../ DE000SW2EPZ4 /
| 2024-05-09 9:47:29 PM |
Chg.+0.080 |
Bid9:59:21 PM |
Ask9:59:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.040EUR |
+4.08% |
2.020
Bid Size: 4,000 |
2.030
Ask Size: 4,000 |
Cloudflare Inc |
55.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW2EPZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Cloudflare Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-17 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.86 |
| Intrinsic value: |
1.62 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.51 |
| Parity: |
1.62 |
| Time value: |
0.34 |
| Break-even: |
70.78 |
| Moneyness: |
1.32 |
| Premium: |
0.05 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.51% |
| Delta: |
0.83 |
| Theta: |
-0.03 |
| Omega: |
2.87 |
| Rho: |
0.13 |
Quote data
| Open: |
1.920 |
| High: |
2.070 |
| Low: |
1.910 |
| Previous Close: |
1.960 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.23% |
| 1 Month |
|
|
-49.00% |
| 3 Months |
|
|
-60.99% |
| YTD |
|
|
-36.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.130 |
1.960 |
| 1M High / 1M Low: |
4.110 |
1.960 |
| 6M High / 6M Low: |
5.230 |
1.820 |
| High (YTD): |
2024-02-09 |
5.230 |
| Low (YTD): |
2024-05-08 |
1.960 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.072 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.155 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.362 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.86% |
| Volatility 6M: |
|
112.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
