Soc. Generale Call 2.2 BARC 21.03.2025
/ DE000SW98YD9
Soc. Generale Call 2.2 BARC 21.03.../ DE000SW98YD9 /
| 04/11/2024 20:16:09 |
Chg.+0.040 |
Bid04/11/2024 |
Ask04/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
+10.00% |
-
Bid Size: - |
-
Ask Size: - |
Barclays PLC ORD 25P |
2.20 GBP |
21/03/2025 |
Call |
Master data
| WKN: |
SW98YD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Barclays PLC ORD 25P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.20 GBP |
| Maturity: |
21/03/2025 |
| Issue date: |
13/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.32 |
| Parity: |
0.27 |
| Time value: |
0.17 |
| Break-even: |
3.06 |
| Moneyness: |
1.10 |
| Premium: |
0.06 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.04 |
| Spread %: |
10.00% |
| Delta: |
0.72 |
| Theta: |
0.00 |
| Omega: |
4.74 |
| Rho: |
0.01 |
Quote data
| Open: |
0.440 |
| High: |
0.460 |
| Low: |
0.430 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+29.41% |
| 3 Months |
|
|
+83.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.390 |
| 1M High / 1M Low: |
0.560 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.412 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.412 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
