Soc. Generale Call 18 8TRA 20.09.2024
/ DE000SW3XNY0
Soc. Generale Call 18 8TRA 20.09..../ DE000SW3XNY0 /
| 2024-06-27 9:27:04 AM |
Chg.- |
Bid8:30:24 AM |
Ask8:30:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.73EUR |
- |
11.93
Bid Size: 500 |
12.75
Ask Size: 500 |
TRATON SE INH O.N. |
18.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW3XNY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
TRATON SE INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
12.10 |
| Intrinsic value: |
11.95 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.29 |
| Parity: |
11.95 |
| Time value: |
0.56 |
| Break-even: |
30.51 |
| Moneyness: |
1.66 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.45 |
| Spread %: |
3.73% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
2.23 |
| Rho: |
0.04 |
Quote data
| Open: |
11.73 |
| High: |
11.73 |
| Low: |
11.73 |
| Previous Close: |
11.69 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.40% |
| 1 Month |
|
|
-19.49% |
| 3 Months |
|
|
-23.33% |
| YTD |
|
|
+165.99% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.27 |
11.69 |
| 1M High / 1M Low: |
16.69 |
11.69 |
| 6M High / 6M Low: |
18.28 |
3.53 |
| High (YTD): |
2024-04-26 |
18.28 |
| Low (YTD): |
2024-01-04 |
3.53 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
13.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
11.25 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.06% |
| Volatility 6M: |
|
97.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
