Soc. Generale Call 56 0B2 20.09.2024
/ DE000SW3XH85
Soc. Generale Call 56 0B2 20.09.2.../ DE000SW3XH85 /
| 2024-05-31 9:46:45 PM |
Chg.+0.060 |
Bid9:59:46 PM |
Ask9:59:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
+9.68% |
0.700
Bid Size: 4,300 |
0.730
Ask Size: 4,300 |
BAWAG GROUP AG |
56.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW3XH8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
56.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
0.46 |
| Time value: |
0.26 |
| Break-even: |
63.20 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
2.86% |
| Delta: |
0.73 |
| Theta: |
-0.02 |
| Omega: |
6.11 |
| Rho: |
0.11 |
Quote data
| Open: |
0.600 |
| High: |
0.680 |
| Low: |
0.600 |
| Previous Close: |
0.620 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.11% |
| 1 Month |
|
|
+78.95% |
| 3 Months |
|
|
+277.78% |
| YTD |
|
|
+518.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.610 |
| 1M High / 1M Low: |
0.750 |
0.470 |
| 6M High / 6M Low: |
0.750 |
0.049 |
| High (YTD): |
2024-05-28 |
0.750 |
| Low (YTD): |
2024-01-17 |
0.049 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.680 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.611 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.273 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.36% |
| Volatility 6M: |
|
215.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
