Soc. Generale Call 24 NCB 20.09.2024
/ DE000SW3WGU4
Soc. Generale Call 24 NCB 20.09.2.../ DE000SW3WGU4 /
| 9/12/2024 9:59:10 AM |
Chg.0.000 |
Bid9:58:01 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.340EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
BANK AMERICA DL... |
24.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
SW3WGU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BANK AMERICA DL 0,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
9/25/2023 |
| Last trading day: |
9/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
3.97 |
| Historic volatility: |
0.21 |
| Parity: |
1.10 |
| Time value: |
0.23 |
| Break-even: |
37.30 |
| Moneyness: |
1.46 |
| Premium: |
0.07 |
| Premium p.a.: |
26.49 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.83 |
| Theta: |
-0.35 |
| Omega: |
2.19 |
| Rho: |
0.00 |
Quote data
| Open: |
1.340 |
| High: |
1.340 |
| Low: |
1.340 |
| Previous Close: |
1.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.75% |
| 1 Month |
|
|
+2.29% |
| 3 Months |
|
|
-7.59% |
| YTD |
|
|
+39.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.410 |
1.330 |
| 1M High / 1M Low: |
1.510 |
1.300 |
| 6M High / 6M Low: |
1.860 |
1.060 |
| High (YTD): |
7/16/2024 |
1.860 |
| Low (YTD): |
1/18/2024 |
0.780 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.362 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.393 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.395 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
49.45% |
| Volatility 6M: |
|
56.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
