Soc. Generale Call 90 OEWA 20.09.2024
/ DE000SW1ZF38
Soc. Generale Call 90 OEWA 20.09..../ DE000SW1ZF38 /
| 2024-05-06 8:10:56 AM |
Chg.0.000 |
Bid12:57:29 PM |
Ask12:57:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
0.00% |
0.110
Bid Size: 15,000 |
0.120
Ask Size: 15,000 |
VERBUND AG INH... |
90.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZF3 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
VERBUND AG INH. A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
61.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.26 |
| Parity: |
-1.62 |
| Time value: |
0.12 |
| Break-even: |
91.20 |
| Moneyness: |
0.82 |
| Premium: |
0.24 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.01 |
| Spread %: |
9.09% |
| Delta: |
0.18 |
| Theta: |
-0.01 |
| Omega: |
11.01 |
| Rho: |
0.05 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.100 |
| Previous Close: |
0.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+61.29% |
| 1 Month |
|
|
+334.78% |
| 3 Months |
|
|
-60.00% |
| YTD |
|
|
-83.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.062 |
| 1M High / 1M Low: |
0.100 |
0.029 |
| 6M High / 6M Low: |
0.920 |
0.023 |
| High (YTD): |
2024-01-10 |
0.730 |
| Low (YTD): |
2024-04-05 |
0.023 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.074 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.066 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.334 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
587.33% |
| Volatility 6M: |
|
346.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
