Soc. Generale Call 2 IDS 20.12.2024
/ DE000SW7ZGY0
Soc. Generale Call 2 IDS 20.12.20.../ DE000SW7ZGY0 /
| 10/07/2024 08:49:51 |
Chg.+0.02 |
Bid14:40:01 |
Ask14:40:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.39EUR |
+1.46% |
1.50
Bid Size: 7,000 |
-
Ask Size: - |
International Distri... |
2.00 GBP |
20/12/2024 |
Call |
Master data
| WKN: |
SW7ZGY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
International Distributions Services PLC ORD 1P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.00 GBP |
| Maturity: |
20/12/2024 |
| Issue date: |
20/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.46 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.47 |
| Parity: |
1.40 |
| Time value: |
0.07 |
| Break-even: |
3.83 |
| Moneyness: |
1.59 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.94 |
| Theta: |
0.00 |
| Omega: |
2.41 |
| Rho: |
0.01 |
Quote data
| Open: |
1.39 |
| High: |
1.39 |
| Low: |
1.39 |
| Previous Close: |
1.37 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.51% |
| 1 Month |
|
|
-3.47% |
| 3 Months |
|
|
+131.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.37 |
1.33 |
| 1M High / 1M Low: |
1.44 |
1.23 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
