Soc. Generale Call 550 BLK 20.09.2024
/ DE000SW35KY6
Soc. Generale Call 550 BLK 20.09..../ DE000SW35KY6 /
| 5/28/2024 9:21:54 AM |
Chg.-0.02 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.13EUR |
-0.93% |
-
Bid Size: - |
-
Ask Size: - |
BlackRock Inc |
550.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
SW35KY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BlackRock Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
550.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
9/29/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.20 |
| Intrinsic value: |
2.14 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.18 |
| Parity: |
2.14 |
| Time value: |
0.08 |
| Break-even: |
728.38 |
| Moneyness: |
1.42 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.96 |
| Theta: |
-0.10 |
| Omega: |
3.12 |
| Rho: |
1.49 |
Quote data
| Open: |
2.13 |
| High: |
2.13 |
| Low: |
2.13 |
| Previous Close: |
2.15 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.13% |
| 1 Month |
|
|
+3.90% |
| 3 Months |
|
|
-12.70% |
| YTD |
|
|
-16.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.37 |
2.13 |
| 1M High / 1M Low: |
2.47 |
1.97 |
| 6M High / 6M Low: |
2.75 |
1.86 |
| High (YTD): |
3/22/2024 |
2.75 |
| Low (YTD): |
4/19/2024 |
1.86 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.32 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
50.74% |
| Volatility 6M: |
|
54.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
