Soc. Generale Call 18 ATS 20.09.2024
/ DE000SW7C6Y8
Soc. Generale Call 18 ATS 20.09.2.../ DE000SW7C6Y8 /
| 2024-07-25 8:45:27 AM |
Chg.-0.100 |
Bid9:02:09 AM |
Ask9:02:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.280EUR |
-4.20% |
2.440
Bid Size: 1,300 |
2.730
Ask Size: 1,300 |
AT+S AUSTR.T.+SYSTEM... |
18.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
SW7C6Y |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AT+S AUSTR.T.+SYSTEMT. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.05 |
| Intrinsic value: |
1.30 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.42 |
| Parity: |
1.30 |
| Time value: |
1.32 |
| Break-even: |
20.62 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.28 |
| Spread %: |
11.97% |
| Delta: |
0.67 |
| Theta: |
-0.02 |
| Omega: |
4.90 |
| Rho: |
0.02 |
Quote data
| Open: |
2.280 |
| High: |
2.280 |
| Low: |
2.280 |
| Previous Close: |
2.380 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.25% |
| 1 Month |
|
|
-48.06% |
| 3 Months |
|
|
-34.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.010 |
2.380 |
| 1M High / 1M Low: |
4.580 |
2.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.750 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.538 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
