Soc. Generale Call 130 EL 16.01.2026
/ DE000SW8QPZ5
Soc. Generale Call 130 EL 16.01.2.../ DE000SW8QPZ5 /
14/08/2024 10:09:14 |
Chg.-0.030 |
Bid21:58:02 |
Ask21:58:02 |
Underlying |
Strike price |
Expiration date |
Option type |
0.870EUR |
-3.33% |
0.880 Bid Size: 7,000 |
0.890 Ask Size: 7,000 |
Estee Lauder Compani... |
130.00 USD |
16/01/2026 |
Call |
Master data
WKN: |
SW8QPZ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Estee Lauder Companies Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
130.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
08/04/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.70 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.39 |
Parity: |
-3.46 |
Time value: |
0.90 |
Break-even: |
127.22 |
Moneyness: |
0.71 |
Premium: |
0.52 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.01 |
Spread %: |
1.12% |
Delta: |
0.38 |
Theta: |
-0.02 |
Omega: |
3.56 |
Rho: |
0.33 |
Quote data
Open: |
0.870 |
High: |
0.870 |
Low: |
0.870 |
Previous Close: |
0.900 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-7.45% |
1 Month |
|
|
-37.86% |
3 Months |
|
|
-72.98% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.940 |
0.740 |
1M High / 1M Low: |
1.300 |
0.740 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.872 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.128 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
124.17% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |