Soc. Generale Call 115 DDOG 20.09.2024
/ DE000SW22U93
Soc. Generale Call 115 DDOG 20.09.../ DE000SW22U93 /
| 2024-07-09 10:35:45 AM |
Chg.-0.07 |
Bid1:21:03 PM |
Ask1:21:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.10EUR |
-3.23% |
2.10
Bid Size: 3,000 |
2.16
Ask Size: 3,000 |
Datadog Inc |
115.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW22U9 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Datadog Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-04 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.98 |
| Intrinsic value: |
1.61 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.45 |
| Parity: |
1.61 |
| Time value: |
0.50 |
| Break-even: |
127.28 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
0.48% |
| Delta: |
0.77 |
| Theta: |
-0.07 |
| Omega: |
4.48 |
| Rho: |
0.15 |
Quote data
| Open: |
2.10 |
| High: |
2.10 |
| Low: |
2.10 |
| Previous Close: |
2.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.38% |
| 1 Month |
|
|
+150.00% |
| 3 Months |
|
|
-6.25% |
| YTD |
|
|
-16.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.17 |
1.92 |
| 1M High / 1M Low: |
2.17 |
0.79 |
| 6M High / 6M Low: |
3.44 |
0.79 |
| High (YTD): |
2024-02-12 |
3.44 |
| Low (YTD): |
2024-06-10 |
0.79 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.80% |
| Volatility 6M: |
|
137.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
