Soc. Generale Call 110 TGT 20.09.2024
/ DE000SW221A5
Soc. Generale Call 110 TGT 20.09..../ DE000SW221A5 /
| 8/15/2024 10:13:43 AM |
Chg.-0.130 |
Bid7:51:25 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.170EUR |
-5.65% |
2.880
Bid Size: 40,000 |
-
Ask Size: - |
Target Corp |
110.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
SW221A |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Target Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
9/4/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.38 |
| Intrinsic value: |
2.34 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.29 |
| Parity: |
2.34 |
| Time value: |
0.04 |
| Break-even: |
123.69 |
| Moneyness: |
1.23 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.99 |
| Theta: |
-0.01 |
| Omega: |
5.12 |
| Rho: |
0.10 |
Quote data
| Open: |
2.170 |
| High: |
2.170 |
| Low: |
2.170 |
| Previous Close: |
2.300 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.24% |
| 1 Month |
|
|
-44.64% |
| 3 Months |
|
|
-51.99% |
| YTD |
|
|
-35.99% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.480 |
2.290 |
| 1M High / 1M Low: |
4.220 |
2.260 |
| 6M High / 6M Low: |
6.240 |
2.260 |
| High (YTD): |
4/2/2024 |
6.240 |
| Low (YTD): |
8/5/2024 |
2.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.358 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.197 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.266 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.99% |
| Volatility 6M: |
|
104.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
