Soc. Generale Call 14 ENI 19.09.2024
/ DE000SW1VB02
Soc. Generale Call 14 ENI 19.09.2.../ DE000SW1VB02 /
| 2024-06-26 9:51:13 PM |
Chg.-0.020 |
Bid9:59:37 PM |
Ask9:59:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
-2.74% |
-
Bid Size: - |
-
Ask Size: - |
ENI S.P.A. |
14.00 EUR |
2024-09-19 |
Call |
Master data
| WKN: |
SW1VB0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.00 EUR |
| Maturity: |
2024-09-19 |
| Issue date: |
2023-08-04 |
| Last trading day: |
2024-09-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
0.24 |
| Time value: |
0.51 |
| Break-even: |
14.75 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
1.35% |
| Delta: |
0.62 |
| Theta: |
0.00 |
| Omega: |
11.75 |
| Rho: |
0.02 |
Quote data
| Open: |
0.750 |
| High: |
0.800 |
| Low: |
0.710 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.52% |
| 1 Month |
|
|
-32.38% |
| 3 Months |
|
|
-38.26% |
| YTD |
|
|
-63.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.530 |
| 1M High / 1M Low: |
1.050 |
0.380 |
| 6M High / 6M Low: |
2.020 |
0.380 |
| High (YTD): |
2024-01-04 |
2.020 |
| Low (YTD): |
2024-06-14 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.662 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.689 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.195 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
223.98% |
| Volatility 6M: |
|
151.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
