Soc. Generale Call 24 BATS 21.03.2025
/ DE000SW98YX7
Soc. Generale Call 24 BATS 21.03..../ DE000SW98YX7 /
| 2024-07-10 11:56:16 AM |
Chg.0.000 |
Bid2024-07-10 |
Ask2024-07-10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
0.00% |
0.230
Bid Size: 90,000 |
0.240
Ask Size: 90,000 |
British American Tob... |
24.00 GBP |
2025-03-21 |
Call |
Master data
| WKN: |
SW98YX |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
British American Tobacco PLC ORD 25P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 GBP |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.19 |
| Parity: |
0.10 |
| Time value: |
0.14 |
| Break-even: |
30.78 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
4.35% |
| Delta: |
0.71 |
| Theta: |
0.00 |
| Omega: |
8.67 |
| Rho: |
0.13 |
Quote data
| Open: |
0.230 |
| High: |
0.240 |
| Low: |
0.230 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.55% |
| 1 Month |
|
|
+43.75% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.210 |
| 1M High / 1M Low: |
0.240 |
0.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.222 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.193 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
