Soc. Generale Call 75 BNR 21.06.2024
/ DE000SW7M904
Soc. Generale Call 75 BNR 21.06.2.../ DE000SW7M904 /
| 2024-05-06 6:12:04 PM |
Chg.+0.010 |
Bid2024-05-06 |
Ask2024-05-06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
+4.35% |
0.240
Bid Size: 10,000 |
0.260
Ask Size: 10,000 |
BRENNTAG SE NA O.N. |
75.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SW7M90 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-13 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
30.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.17 |
| Parity: |
0.05 |
| Time value: |
0.20 |
| Break-even: |
77.50 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
4.17% |
| Delta: |
0.58 |
| Theta: |
-0.03 |
| Omega: |
17.54 |
| Rho: |
0.05 |
Quote data
| Open: |
0.220 |
| High: |
0.280 |
| Low: |
0.220 |
| Previous Close: |
0.230 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.69% |
| 1 Month |
|
|
-40.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.210 |
| 1M High / 1M Low: |
0.420 |
0.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.227 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.307 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
