Soc. Generale Call 200 DAP 17.01.2025
/ DE000SW38V37
Soc. Generale Call 200 DAP 17.01..../ DE000SW38V37 /
| 28/10/2024 18:38:56 |
Chg.-0.200 |
Bid21:59:08 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.310EUR |
-4.43% |
-
Bid Size: - |
-
Ask Size: - |
DANAHER CORP. D... |
200.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
SW38V3 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DANAHER CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
03/10/2023 |
| Last trading day: |
29/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.12 |
| Intrinsic value: |
1.89 |
| Implied volatility: |
0.97 |
| Historic volatility: |
0.21 |
| Parity: |
1.89 |
| Time value: |
2.51 |
| Break-even: |
244.00 |
| Moneyness: |
1.09 |
| Premium: |
0.11 |
| Premium p.a.: |
0.89 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.67 |
| Theta: |
-0.26 |
| Omega: |
3.33 |
| Rho: |
0.17 |
Quote data
| Open: |
4.550 |
| High: |
4.630 |
| Low: |
4.310 |
| Previous Close: |
4.510 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-38.52% |
| 3 Months |
|
|
-34.80% |
| YTD |
|
|
-12.22% |
| 1 Year |
|
|
+24.21% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
7.010 |
4.310 |
| 6M High / 6M Low: |
7.950 |
4.310 |
| High (YTD): |
01/08/2024 |
7.950 |
| Low (YTD): |
15/01/2024 |
4.160 |
| 52W High: |
01/08/2024 |
7.950 |
| 52W Low: |
20/11/2023 |
3.660 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.560 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.380 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
5.856 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
75.49% |
| Volatility 6M: |
|
83.90% |
| Volatility 1Y: |
|
78.83% |
| Volatility 3Y: |
|
- |
