Soc. Generale Call 150 SEB/A 20.09.2024
/ DE000SW7Z088
Soc. Generale Call 150 SEB/A 20.0.../ DE000SW7Z088 /
| 9/5/2024 8:53:04 AM |
Chg.-0.010 |
Bid6:45:57 PM |
Ask6:45:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
-4.17% |
0.330
Bid Size: 9,100 |
0.370
Ask Size: 9,100 |
Skandinaviska Enskil... |
150.00 SEK |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
3/20/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
2:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
26.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.26 |
| Parity: |
0.21 |
| Time value: |
0.05 |
| Break-even: |
13.69 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
4.00% |
| Delta: |
0.77 |
| Theta: |
-0.01 |
| Omega: |
20.04 |
| Rho: |
0.00 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.230 |
| Previous Close: |
0.240 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.29% |
| 1 Month |
|
|
+21.05% |
| 3 Months |
|
|
-25.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.240 |
| 1M High / 1M Low: |
0.420 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.352 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.309 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
267.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
