Soc. Generale Call 5500 GIVN 20.12.2024
/ DE000SW77PD1
Soc. Generale Call 5500 GIVN 20.1.../ DE000SW77PD1 /
5/31/2024 9:39:56 PM |
Chg.+0.001 |
Bid5/31/2024 |
Ask5/31/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.014EUR |
+7.69% |
0.014 Bid Size: 25,000 |
0.028 Ask Size: 25,000 |
GIVAUDAN N |
5,500.00 CHF |
12/20/2024 |
Call |
Master data
WKN: |
SW77PD |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
GIVAUDAN N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5,500.00 CHF |
Maturity: |
12/20/2024 |
Issue date: |
3/26/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
1000:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
165.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.22 |
Parity: |
-1.32 |
Time value: |
0.03 |
Break-even: |
5,644.40 |
Moneyness: |
0.77 |
Premium: |
0.31 |
Premium p.a.: |
0.64 |
Spread abs.: |
0.01 |
Spread %: |
62.50% |
Delta: |
0.08 |
Theta: |
-0.31 |
Omega: |
13.85 |
Rho: |
1.85 |
Quote data
Open: |
0.012 |
High: |
0.016 |
Low: |
0.012 |
Previous Close: |
0.013 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-12.50% |
1 Month |
|
|
+40.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.015 |
0.013 |
1M High / 1M Low: |
0.016 |
0.011 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.014 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.013 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
160.29% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |