Soc. Generale Call 2.6 BARC 21.03.2025
/ DE000SW98YF4
Soc. Generale Call 2.6 BARC 21.03.../ DE000SW98YF4 /
| 2024-11-12 9:32:19 AM |
Chg.+0.010 |
Bid8:02:41 PM |
Ask8:02:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
+4.00% |
0.260
Bid Size: 10,000 |
0.290
Ask Size: 10,000 |
Barclays PLC ORD 25P |
2.60 GBP |
2025-03-21 |
Call |
Master data
| WKN: |
SW98YF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Barclays PLC ORD 25P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.60 GBP |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.33 |
| Parity: |
0.04 |
| Time value: |
0.26 |
| Break-even: |
3.44 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
7.14% |
| Delta: |
0.59 |
| Theta: |
0.00 |
| Omega: |
6.24 |
| Rho: |
0.01 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.44% |
| 1 Month |
|
|
+52.94% |
| 3 Months |
|
|
+73.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.180 |
| 1M High / 1M Low: |
0.270 |
0.160 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.238 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.198 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
