Soc. Generale Call 12 STERV 20.09.2024
/ DE000SW7TNJ0
Soc. Generale Call 12 STERV 20.09.../ DE000SW7TNJ0 /
| 6/28/2024 9:09:01 AM |
Chg.+0.100 |
Bid10:00:46 PM |
Ask10:00:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+16.13% |
-
Bid Size: - |
-
Ask Size: - |
Stora Enso Oyj R |
12.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
SW7TNJ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Stora Enso Oyj R |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
3/15/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
2:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
9.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.30 |
| Parity: |
0.38 |
| Time value: |
0.32 |
| Break-even: |
13.40 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
1.45% |
| Delta: |
0.68 |
| Theta: |
-0.01 |
| Omega: |
6.19 |
| Rho: |
0.02 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.620 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.09% |
| 1 Month |
|
|
-32.71% |
| 3 Months |
|
|
-20.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.570 |
| 1M High / 1M Low: |
1.070 |
0.570 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.640 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.750 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
