Soc. Generale Call 14 CLN 20.12.2024
/ DE000SW98197
Soc. Generale Call 14 CLN 20.12.2.../ DE000SW98197 /
9/6/2024 9:41:07 PM |
Chg.-0.040 |
Bid9/6/2024 |
Ask9/6/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.310EUR |
-11.43% |
0.310 Bid Size: 9,700 |
0.390 Ask Size: 9,700 |
CLARIANT N |
14.00 CHF |
12/20/2024 |
Call |
Master data
WKN: |
SW9819 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
CLARIANT N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
14.00 CHF |
Maturity: |
12/20/2024 |
Issue date: |
5/13/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
33.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.29 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.26 |
Parity: |
-1.49 |
Time value: |
0.40 |
Break-even: |
15.32 |
Moneyness: |
0.90 |
Premium: |
0.14 |
Premium p.a.: |
0.58 |
Spread abs.: |
0.02 |
Spread %: |
5.26% |
Delta: |
0.31 |
Theta: |
0.00 |
Omega: |
10.37 |
Rho: |
0.01 |
Quote data
Open: |
0.360 |
High: |
0.400 |
Low: |
0.310 |
Previous Close: |
0.350 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-49.18% |
1 Month |
|
|
-6.06% |
3 Months |
|
|
-74.17% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.570 |
0.310 |
1M High / 1M Low: |
0.620 |
0.300 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.422 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.453 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
242.78% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |