Soc. Generale Call 1.015 EUR/USD 19.07.2024
/ DE000SW9E428
Soc. Generale Call 1.015 EUR/USD .../ DE000SW9E428 /
| 17/07/2024 12:14:46 |
Chg.+0.380 |
Bid13:18:44 |
Ask13:18:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.270EUR |
+5.52% |
7.170
Bid Size: 50,000 |
7.180
Ask Size: 50,000 |
- |
1.015 USD |
19/07/2024 |
Call |
Master data
| WKN: |
SW9E42 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1.02 USD |
| Maturity: |
19/07/2024 |
| Issue date: |
23/04/2024 |
| Last trading day: |
18/07/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
14.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.75 |
| Intrinsic value: |
6.73 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.05 |
| Parity: |
6.73 |
| Time value: |
0.20 |
| Break-even: |
1.00 |
| Moneyness: |
1.07 |
| Premium: |
0.00 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.01 |
| Spread %: |
0.14% |
| Delta: |
0.92 |
| Theta: |
0.00 |
| Omega: |
13.29 |
| Rho: |
0.00 |
Quote data
| Open: |
6.910 |
| High: |
7.270 |
| Low: |
6.910 |
| Previous Close: |
6.890 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.21% |
| 1 Month |
|
|
+29.82% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.960 |
6.310 |
| 1M High / 1M Low: |
6.960 |
5.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.736 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.913 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
