Soc. Generale Call 6.5 BKT 20.09.2024
/ DE000SW3U2X1
Soc. Generale Call 6.5 BKT 20.09..../ DE000SW3U2X1 /
| 2024-04-30 9:26:39 AM |
Chg.-0.03 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.09EUR |
-2.68% |
-
Bid Size: - |
-
Ask Size: - |
BANKINTER BANKINTER,... |
6.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW3U2X |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BANKINTER BANKINTER, S.A. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-22 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
6.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.22 |
| Parity: |
0.92 |
| Time value: |
0.23 |
| Break-even: |
7.65 |
| Moneyness: |
1.14 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.88% |
| Delta: |
0.82 |
| Theta: |
0.00 |
| Omega: |
5.32 |
| Rho: |
0.02 |
Quote data
| Open: |
1.09 |
| High: |
1.09 |
| Low: |
1.09 |
| Previous Close: |
1.12 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.87% |
| 1 Month |
|
|
+55.71% |
| 3 Months |
|
|
+419.05% |
| YTD |
|
|
+303.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.12 |
1.07 |
| 1M High / 1M Low: |
1.12 |
0.73 |
| 6M High / 6M Low: |
1.12 |
0.18 |
| High (YTD): |
2024-04-29 |
1.12 |
| Low (YTD): |
2024-02-09 |
0.18 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.47 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.60% |
| Volatility 6M: |
|
138.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
