Soc. Generale Call 800 AEX 20.09.2024
/ DE000SW2UCQ7
Soc. Generale Call 800 AEX 20.09..../ DE000SW2UCQ7 /
| 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 |
| 5.59EUR |
-0.53% |
-
Bid Size: - |
-
Ask Size: - |
- |
800.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW2UCQ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
800.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-29 |
| Last trading day: |
2024-09-20 |
| Ratio: |
20:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
7.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.64 |
| Intrinsic value: |
5.18 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.11 |
| Parity: |
5.18 |
| Time value: |
0.71 |
| Break-even: |
917.80 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.17% |
| Delta: |
0.90 |
| Theta: |
-0.15 |
| Omega: |
6.88 |
| Rho: |
2.11 |
Quote data
| Open: |
5.59 |
| High: |
5.59 |
| Low: |
5.59 |
| Previous Close: |
5.62 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.45% |
| 1 Month |
|
|
+27.63% |
| 3 Months |
|
|
+61.10% |
| YTD |
|
|
+238.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.14 |
5.59 |
| 1M High / 1M Low: |
6.14 |
4.38 |
| 6M High / 6M Low: |
6.14 |
1.03 |
| High (YTD): |
2024-05-28 |
6.14 |
| Low (YTD): |
2024-01-17 |
1.03 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.44 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.18% |
| Volatility 6M: |
|
106.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
