Soc. Generale Call 2.2 BARC 20.12.2024
/ DE000SW7F6F4
Soc. Generale Call 2.2 BARC 20.12.../ DE000SW7F6F4 /
| 08/11/2024 20:06:39 |
Chg.-0.040 |
Bid20:28:08 |
Ask20:28:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
-8.70% |
-
Bid Size: - |
-
Ask Size: - |
Barclays PLC ORD 25P |
2.20 GBP |
20/12/2024 |
Call |
Master data
| WKN: |
SW7F6F |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Barclays PLC ORD 25P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.20 GBP |
| Maturity: |
20/12/2024 |
| Issue date: |
08/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.33 |
| Parity: |
0.40 |
| Time value: |
0.08 |
| Break-even: |
3.13 |
| Moneyness: |
1.15 |
| Premium: |
0.03 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.05 |
| Spread %: |
11.63% |
| Delta: |
0.80 |
| Theta: |
0.00 |
| Omega: |
5.11 |
| Rho: |
0.00 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.410 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.25% |
| 1 Month |
|
|
+40.00% |
| 3 Months |
|
|
+82.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.350 |
| 1M High / 1M Low: |
0.500 |
0.300 |
| 6M High / 6M Low: |
0.500 |
0.160 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.420 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.364 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.269 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
247.06% |
| Volatility 6M: |
|
167.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
