Soc. Generale Call 162.5 BSI 20.09.2024
/ DE000SW961R0
Soc. Generale Call 162.5 BSI 20.0.../ DE000SW961R0 /
| 2024-07-22 10:14:43 AM |
Chg.-0.040 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
-5.41% |
-
Bid Size: - |
-
Ask Size: - |
BE SEMICON.INDSINH.E... |
162.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW961R |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BE SEMICON.INDSINH.EO-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
162.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-10 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
21.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.43 |
| Parity: |
-1.57 |
| Time value: |
0.67 |
| Break-even: |
169.20 |
| Moneyness: |
0.90 |
| Premium: |
0.15 |
| Premium p.a.: |
1.37 |
| Spread abs.: |
0.01 |
| Spread %: |
1.52% |
| Delta: |
0.36 |
| Theta: |
-0.10 |
| Omega: |
7.90 |
| Rho: |
0.08 |
Quote data
| Open: |
0.700 |
| High: |
0.700 |
| Low: |
0.700 |
| Previous Close: |
0.740 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-60.89% |
| 1 Month |
|
|
-40.68% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.810 |
0.740 |
| 1M High / 1M Low: |
1.910 |
0.740 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.320 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.419 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
356.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
