Soc. Generale Call 20 NVJP 20.12.2024
/ DE000SW9R2V4
Soc. Generale Call 20 NVJP 20.12..../ DE000SW9R2V4 /
| 7/24/2024 9:43:25 PM |
Chg.0.000 |
Bid9:50:44 PM |
Ask9:50:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.027EUR |
0.00% |
0.026
Bid Size: 10,000 |
0.036
Ask Size: 10,000 |
UMICORE S.A. |
20.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
SW9R2V |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
UMICORE S.A. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
4/30/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
38.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.34 |
| Parity: |
-0.59 |
| Time value: |
0.04 |
| Break-even: |
20.37 |
| Moneyness: |
0.71 |
| Premium: |
0.44 |
| Premium p.a.: |
1.45 |
| Spread abs.: |
0.01 |
| Spread %: |
37.04% |
| Delta: |
0.18 |
| Theta: |
0.00 |
| Omega: |
6.84 |
| Rho: |
0.01 |
Quote data
| Open: |
0.026 |
| High: |
0.027 |
| Low: |
0.026 |
| Previous Close: |
0.027 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.90% |
| 1 Month |
|
|
-43.75% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.031 |
0.027 |
| 1M High / 1M Low: |
0.048 |
0.026 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.029 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.033 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
