Soc. Generale Call 725 BLK 20.09.2024
/ DE000SW9PWH9
Soc. Generale Call 725 BLK 20.09..../ DE000SW9PWH9 /
| 2024-05-30 9:57:26 AM |
Chg.- |
Bid7:48:00 AM |
Ask7:48:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
- |
0.580
Bid Size: 7,000 |
0.600
Ask Size: 7,000 |
BlackRock Inc |
725.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW9PWH |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BlackRock Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
725.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-29 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
11.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
0.34 |
| Time value: |
0.26 |
| Break-even: |
729.35 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.69% |
| Delta: |
0.70 |
| Theta: |
-0.19 |
| Omega: |
8.26 |
| Rho: |
1.34 |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.540 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.87% |
| 1 Month |
|
|
-15.63% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.540 |
| 1M High / 1M Low: |
0.990 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.666 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.779 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
