Soc. Generale Call 167.65 GE 20.12.2024
/ DE000SW70LB9
Soc. Generale Call 167.65 GE 20.1.../ DE000SW70LB9 /
| 2024-11-07 6:45:48 PM |
Chg.-0.320 |
Bid7:38:09 PM |
Ask7:38:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.660EUR |
-16.16% |
1.640
Bid Size: 50,000 |
1.650
Ask Size: 50,000 |
GE Aerospace |
167.65 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SW70LB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
GE Aerospace |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
167.65 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-20 |
| Last trading day: |
2024-12-19 |
| Ratio: |
7.98:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.80 |
| Intrinsic value: |
1.53 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.27 |
| Parity: |
1.53 |
| Time value: |
0.49 |
| Break-even: |
172.34 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
0.50% |
| Delta: |
0.75 |
| Theta: |
-0.09 |
| Omega: |
7.87 |
| Rho: |
0.13 |
Quote data
| Open: |
1.920 |
| High: |
2.030 |
| Low: |
1.660 |
| Previous Close: |
1.980 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.80% |
| 1 Month |
|
|
-40.07% |
| 3 Months |
|
|
+4.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.980 |
1.210 |
| 1M High / 1M Low: |
3.390 |
1.210 |
| 6M High / 6M Low: |
3.390 |
1.150 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.438 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.377 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.932 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
237.44% |
| Volatility 6M: |
|
184.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
