Soc. Generale Call 7 BAMI 20.06.2024
/ DE000SW74C84
Soc. Generale Call 7 BAMI 20.06.2.../ DE000SW74C84 /
| 2024-05-16 10:42:28 AM |
Chg.-0.001 |
Bid10:47:31 AM |
Ask10:47:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.064EUR |
-1.54% |
0.063
Bid Size: 175,000 |
0.073
Ask Size: 175,000 |
BANCO BPM |
7.00 EUR |
2024-06-20 |
Call |
Master data
| WKN: |
SW74C8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BANCO BPM |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.00 EUR |
| Maturity: |
2024-06-20 |
| Issue date: |
2024-03-22 |
| Last trading day: |
2024-06-20 |
| Ratio: |
2:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
47.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.28 |
| Parity: |
-0.27 |
| Time value: |
0.07 |
| Break-even: |
7.14 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
1.78 |
| Spread abs.: |
0.01 |
| Spread %: |
17.24% |
| Delta: |
0.29 |
| Theta: |
0.00 |
| Omega: |
13.84 |
| Rho: |
0.00 |
Quote data
| Open: |
0.060 |
| High: |
0.064 |
| Low: |
0.060 |
| Previous Close: |
0.065 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+77.78% |
| 1 Month |
|
|
+106.45% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.065 |
0.036 |
| 1M High / 1M Low: |
0.067 |
0.031 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.044 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.052 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
324.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
