Soc. Generale Call 7 SGL 20.09.2024
/ DE000SW2E324
Soc. Generale Call 7 SGL 20.09.20.../ DE000SW2E324 /
| 2024-06-07 10:57:34 AM |
Chg.-0.090 |
Bid11:12:44 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
-9.78% |
0.810
Bid Size: 4,000 |
-
Ask Size: - |
SGL CARBON SE O.N. |
7.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW2E32 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SGL CARBON SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-18 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.27 |
| Parity: |
0.53 |
| Time value: |
0.39 |
| Break-even: |
7.92 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.70 |
| Theta: |
0.00 |
| Omega: |
5.72 |
| Rho: |
0.01 |
Quote data
| Open: |
0.910 |
| High: |
0.920 |
| Low: |
0.830 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.69% |
| 1 Month |
|
|
+23.88% |
| 3 Months |
|
|
+31.75% |
| YTD |
|
|
+15.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.620 |
| 1M High / 1M Low: |
0.920 |
0.570 |
| 6M High / 6M Low: |
1.070 |
0.400 |
| High (YTD): |
2024-04-10 |
1.070 |
| Low (YTD): |
2024-01-31 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.708 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.667 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.641 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.81% |
| Volatility 6M: |
|
149.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
