Soc. Generale Call 100 SQU 20.09.2024
/ DE000SW1ZF46
Soc. Generale Call 100 SQU 20.09..../ DE000SW1ZF46 /
| 2024-07-31 8:11:06 AM |
Chg.+0.170 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
+22.37% |
-
Bid Size: - |
-
Ask Size: - |
VINCI S.A. INH. EO... |
100.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZF4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
VINCI S.A. INH. EO 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.17 |
| Parity: |
0.67 |
| Time value: |
0.18 |
| Break-even: |
108.40 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
1.20% |
| Delta: |
0.79 |
| Theta: |
-0.04 |
| Omega: |
9.99 |
| Rho: |
0.11 |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.930 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.05% |
| 1 Month |
|
|
+69.09% |
| 3 Months |
|
|
-34.04% |
| YTD |
|
|
-46.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.700 |
| 1M High / 1M Low: |
1.000 |
0.550 |
| 6M High / 6M Low: |
2.060 |
0.540 |
| High (YTD): |
2024-02-06 |
2.060 |
| Low (YTD): |
2024-06-18 |
0.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.808 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.760 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.441 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
231.00% |
| Volatility 6M: |
|
150.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
