Soc. Generale Call 220 AXP 16.01.2026
/ DE000SW8QU82
Soc. Generale Call 220 AXP 16.01..../ DE000SW8QU82 /
| 10/15/2024 9:12:51 AM |
Chg.+0.07 |
Bid9:15:37 PM |
Ask9:15:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.18EUR |
+0.98% |
7.29
Bid Size: 40,000 |
7.33
Ask Size: 40,000 |
American Express Com... |
220.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
SW8QU8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
4/8/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.30 |
| Intrinsic value: |
5.18 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.21 |
| Parity: |
5.18 |
| Time value: |
1.99 |
| Break-even: |
273.37 |
| Moneyness: |
1.26 |
| Premium: |
0.08 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
0.42% |
| Delta: |
0.82 |
| Theta: |
-0.04 |
| Omega: |
2.88 |
| Rho: |
1.69 |
Quote data
| Open: |
7.18 |
| High: |
7.18 |
| Low: |
7.18 |
| Previous Close: |
7.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.43% |
| 1 Month |
|
|
+30.78% |
| 3 Months |
|
|
+55.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.11 |
6.44 |
| 1M High / 1M Low: |
7.11 |
5.62 |
| 6M High / 6M Low: |
7.11 |
3.56 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.94 |
| Avg. volume 6M: |
|
13.64 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
50.42% |
| Volatility 6M: |
|
84.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
