Soc. Generale Call 90 TEL2/B 20.09.2024
/ DE000SW7Z1H7
Soc. Generale Call 90 TEL2/B 20.0.../ DE000SW7Z1H7 /
2024-05-21 10:16:56 AM |
Chg.+0.050 |
Bid7:50:31 PM |
Ask7:50:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.640EUR |
+8.47% |
0.620 Bid Size: 4,900 |
0.690 Ask Size: 4,900 |
Tele2 AB ser. B |
90.00 SEK |
2024-09-20 |
Call |
Master data
WKN: |
SW7Z1H |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Tele2 AB ser. B |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 SEK |
Maturity: |
2024-09-20 |
Issue date: |
2024-03-20 |
Last trading day: |
2024-09-20 |
Ratio: |
2:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
6.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.59 |
Intrinsic value: |
0.47 |
Implied volatility: |
0.36 |
Historic volatility: |
0.27 |
Parity: |
0.47 |
Time value: |
0.19 |
Break-even: |
9.07 |
Moneyness: |
1.12 |
Premium: |
0.04 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.01 |
Spread %: |
1.54% |
Delta: |
0.76 |
Theta: |
0.00 |
Omega: |
5.02 |
Rho: |
0.02 |
Quote data
Open: |
0.640 |
High: |
0.640 |
Low: |
0.640 |
Previous Close: |
0.590 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.47% |
1 Month |
|
|
+48.84% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.670 |
0.590 |
1M High / 1M Low: |
0.670 |
0.500 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.618 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.588 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
107.59% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |