Soc. Generale Call 110 TGR 20.09.2024
/ DE000SW3M6D4
Soc. Generale Call 110 TGR 20.09..../ DE000SW3M6D4 /
| 12/09/2024 08:18:18 |
Chg.- |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.91EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
YUM BRANDS |
110.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
SW3M6D |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
YUM BRANDS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
19/09/2023 |
| Last trading day: |
12/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
1.04 |
| Implied volatility: |
2.40 |
| Historic volatility: |
0.14 |
| Parity: |
1.04 |
| Time value: |
1.06 |
| Break-even: |
131.00 |
| Moneyness: |
1.09 |
| Premium: |
0.09 |
| Premium p.a.: |
79.83 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.67 |
| Theta: |
-1.04 |
| Omega: |
3.84 |
| Rho: |
0.01 |
Quote data
| Open: |
1.91 |
| High: |
1.91 |
| Low: |
1.91 |
| Previous Close: |
1.80 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.55% |
| 1 Month |
|
|
-10.33% |
| 3 Months |
|
|
-25.39% |
| YTD |
|
|
-18.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.96 |
1.80 |
| 1M High / 1M Low: |
2.28 |
1.80 |
| 6M High / 6M Low: |
3.06 |
1.53 |
| High (YTD): |
30/04/2024 |
3.06 |
| Low (YTD): |
25/07/2024 |
1.53 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.33 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.81% |
| Volatility 6M: |
|
85.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
