Soc. Generale Call 120 EL 16.01.2026
/ DE000SW97YY7
Soc. Generale Call 120 EL 16.01.2.../ DE000SW97YY7 /
| 11/11/2024 9:41:13 PM |
Chg.+0.020 |
Bid9:58:02 PM |
Ask9:58:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
+6.90% |
0.310
Bid Size: 10,000 |
0.320
Ask Size: 10,000 |
Estee Lauder Compani... |
120.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
SW97YY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
5/10/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.41 |
| Parity: |
-5.24 |
| Time value: |
0.31 |
| Break-even: |
115.11 |
| Moneyness: |
0.53 |
| Premium: |
0.93 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.01 |
| Spread %: |
3.33% |
| Delta: |
0.21 |
| Theta: |
-0.01 |
| Omega: |
4.07 |
| Rho: |
0.11 |
Quote data
| Open: |
0.290 |
| High: |
0.340 |
| Low: |
0.280 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.33% |
| 1 Month |
|
|
-73.50% |
| 3 Months |
|
|
-69.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.270 |
| 1M High / 1M Low: |
1.170 |
0.270 |
| 6M High / 6M Low: |
3.920 |
0.270 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.298 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.690 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.531 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.86% |
| Volatility 6M: |
|
145.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
