Soc. Generale Call 150 SEB/A 20.09.2024
/ DE000SW7Z088
Soc. Generale Call 150 SEB/A 20.0.../ DE000SW7Z088 /
| 30/07/2024 08:47:52 |
Chg.+0.010 |
Bid09:17:01 |
Ask09:17:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
+1.54% |
0.700
Bid Size: 25,000 |
0.710
Ask Size: 25,000 |
Skandinaviska Enskil... |
150.00 SEK |
20/09/2024 |
Call |
Master data
| WKN: |
SW7Z08 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Skandinaviska Enskilda Banken ser. A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 SEK |
| Maturity: |
20/09/2024 |
| Issue date: |
20/03/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
2:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
10.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.24 |
| Parity: |
0.46 |
| Time value: |
0.21 |
| Break-even: |
14.11 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
1.52% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
7.37 |
| Rho: |
0.01 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.660 |
| Previous Close: |
0.650 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.94% |
| 1 Month |
|
|
+37.50% |
| 3 Months |
|
|
+120.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.530 |
| 1M High / 1M Low: |
0.680 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.614 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.556 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
