Soc. Generale Call 760 AEX 20.09.2024
/ DE000SW2UCP9
Soc. Generale Call 760 AEX 20.09..../ DE000SW2UCP9 /
| 2024-05-31 9:57:52 AM |
Chg.-0.03 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.48EUR |
-0.40% |
-
Bid Size: - |
-
Ask Size: - |
- |
760.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW2UCP |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
760.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-29 |
| Last trading day: |
2024-09-20 |
| Ratio: |
20:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
5.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.61 |
| Intrinsic value: |
7.18 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.11 |
| Parity: |
7.18 |
| Time value: |
0.61 |
| Break-even: |
915.80 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.13% |
| Delta: |
0.93 |
| Theta: |
-0.14 |
| Omega: |
5.41 |
| Rho: |
2.09 |
Quote data
| Open: |
7.48 |
| High: |
7.48 |
| Low: |
7.48 |
| Previous Close: |
7.51 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.60% |
| 1 Month |
|
|
+21.43% |
| 3 Months |
|
|
+46.38% |
| YTD |
|
|
+159.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.05 |
7.48 |
| 1M High / 1M Low: |
8.05 |
6.16 |
| 6M High / 6M Low: |
8.05 |
2.06 |
| High (YTD): |
2024-05-28 |
8.05 |
| Low (YTD): |
2024-01-17 |
2.06 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.00 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
42.65% |
| Volatility 6M: |
|
79.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
