Soc. Generale Call 840 AEX 20.09.2024
/ DE000SW2UCR5
Soc. Generale Call 840 AEX 20.09..../ DE000SW2UCR5 /
| 2024-05-31 9:57:52 AM |
Chg.-0.02 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.79EUR |
-0.52% |
-
Bid Size: - |
-
Ask Size: - |
- |
840.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW2UCR |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
840.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-29 |
| Last trading day: |
2024-09-20 |
| Ratio: |
20:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
11.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.74 |
| Intrinsic value: |
3.18 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.11 |
| Parity: |
3.18 |
| Time value: |
0.87 |
| Break-even: |
921.00 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.25% |
| Delta: |
0.83 |
| Theta: |
-0.16 |
| Omega: |
9.27 |
| Rho: |
2.04 |
Quote data
| Open: |
3.79 |
| High: |
3.79 |
| Low: |
3.79 |
| Previous Close: |
3.81 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.53% |
| 1 Month |
|
|
+37.32% |
| 3 Months |
|
|
+84.88% |
| YTD |
|
|
+373.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.29 |
3.79 |
| 1M High / 1M Low: |
4.29 |
2.76 |
| 6M High / 6M Low: |
4.29 |
0.42 |
| High (YTD): |
2024-05-28 |
4.29 |
| Low (YTD): |
2024-01-17 |
0.42 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.76% |
| Volatility 6M: |
|
143.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
