Soc. Generale Call 750 BLK 20.09.2024
/ DE000SW1YRW7
Soc. Generale Call 750 BLK 20.09..../ DE000SW1YRW7 /
| 2024-05-28 9:50:16 PM |
Chg.-0.090 |
Bid9:58:05 PM |
Ask9:58:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-15.25% |
-
Bid Size: - |
-
Ask Size: - |
BlackRock Inc |
750.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW1YRW |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BlackRock Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
750.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
0.29 |
| Time value: |
0.35 |
| Break-even: |
754.52 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
3.23% |
| Delta: |
0.67 |
| Theta: |
-0.22 |
| Omega: |
7.49 |
| Rho: |
1.31 |
Quote data
| Open: |
0.560 |
| High: |
0.570 |
| Low: |
0.490 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.57% |
| 1 Month |
|
|
-3.85% |
| 3 Months |
|
|
-46.24% |
| YTD |
|
|
-54.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.500 |
| 1M High / 1M Low: |
0.830 |
0.500 |
| 6M High / 6M Low: |
1.170 |
0.500 |
| High (YTD): |
2024-03-21 |
1.170 |
| Low (YTD): |
2024-05-28 |
0.500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.598 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.649 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.842 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.74% |
| Volatility 6M: |
|
110.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
