Soc. Generale Call 18 EVK 20.09.2024
/ DE000SW1ZNJ0
Soc. Generale Call 18 EVK 20.09.2.../ DE000SW1ZNJ0 /
| 2024-07-31 6:09:20 PM |
Chg.-0.13 |
Bid8:00:25 PM |
Ask8:00:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.28EUR |
-9.22% |
1.29
Bid Size: 2,400 |
1.45
Ask Size: 2,400 |
EVONIK INDUSTRIES NA... |
18.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZNJ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
EVONIK INDUSTRIES NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.19 |
| Parity: |
0.91 |
| Time value: |
0.53 |
| Break-even: |
19.43 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
1.42% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
9.28 |
| Rho: |
0.02 |
Quote data
| Open: |
1.43 |
| High: |
1.48 |
| Low: |
1.28 |
| Previous Close: |
1.41 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.72% |
| 1 Month |
|
|
-21.95% |
| 3 Months |
|
|
-30.05% |
| YTD |
|
|
-27.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.48 |
1.35 |
| 1M High / 1M Low: |
1.88 |
1.30 |
| 6M High / 6M Low: |
2.81 |
0.62 |
| High (YTD): |
2024-05-15 |
2.81 |
| Low (YTD): |
2024-03-18 |
0.62 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.48 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.51% |
| Volatility 6M: |
|
146.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
