Soc. Generale Call 140 EL 20.12.2024
/ DE000SW22V19
Soc. Generale Call 140 EL 20.12.2.../ DE000SW22V19 /
9/5/2024 9:47:38 AM |
Chg.- |
Bid8:06:15 AM |
Ask8:06:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.058EUR |
- |
0.050 Bid Size: 10,000 |
0.086 Ask Size: 10,000 |
Estee Lauder Compani... |
140.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
SW22V1 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Estee Lauder Companies Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
9/4/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
101.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.50 |
Historic volatility: |
0.38 |
Parity: |
-4.30 |
Time value: |
0.08 |
Break-even: |
127.17 |
Moneyness: |
0.66 |
Premium: |
0.52 |
Premium p.a.: |
3.27 |
Spread abs.: |
0.01 |
Spread %: |
13.89% |
Delta: |
0.09 |
Theta: |
-0.02 |
Omega: |
8.89 |
Rho: |
0.02 |
Quote data
Open: |
0.058 |
High: |
0.058 |
Low: |
0.058 |
Previous Close: |
0.061 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+23.40% |
1 Month |
|
|
-63.75% |
3 Months |
|
|
-92.75% |
YTD |
|
|
-97.93% |
1 Year |
|
|
-98.47% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.061 |
0.047 |
1M High / 1M Low: |
0.160 |
0.047 |
6M High / 6M Low: |
3.180 |
0.047 |
High (YTD): |
3/14/2024 |
3.180 |
Low (YTD): |
8/30/2024 |
0.047 |
52W High: |
9/6/2023 |
3.800 |
52W Low: |
8/30/2024 |
0.047 |
Avg. price 1W: |
|
0.053 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.086 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.052 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.688 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
258.41% |
Volatility 6M: |
|
169.91% |
Volatility 1Y: |
|
161.75% |
Volatility 3Y: |
|
- |