Soc. Generale Call 2.2 IDS 20.12.2024
/ DE000SW7W044
Soc. Generale Call 2.2 IDS 20.12..../ DE000SW7W044 /
| 2024-08-05 4:53:21 PM |
Chg.-0.070 |
Bid5:31:08 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.300EUR |
-5.11% |
1.260
Bid Size: 2,400 |
-
Ask Size: - |
International Distri... |
2.20 GBP |
2024-12-20 |
Call |
Master data
| WKN: |
SW7W04 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
International Distributions Services PLC ORD 1P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.20 GBP |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-19 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
1.32 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.46 |
| Parity: |
1.32 |
| Time value: |
0.07 |
| Break-even: |
3.97 |
| Moneyness: |
1.51 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.94 |
| Theta: |
0.00 |
| Omega: |
2.64 |
| Rho: |
0.01 |
Quote data
| Open: |
1.290 |
| High: |
1.340 |
| Low: |
1.290 |
| Previous Close: |
1.370 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.41% |
| 1 Month |
|
|
+10.17% |
| 3 Months |
|
|
+58.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.380 |
1.350 |
| 1M High / 1M Low: |
1.380 |
1.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.366 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.306 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
26.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
