Soc. Generale Call 245 ADS 20.09.2024
/ DE000SW1JJJ2
Soc. Generale Call 245 ADS 20.09..../ DE000SW1JJJ2 /
8/23/2024 9:06:22 AM |
Chg.-0.008 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.043EUR |
-15.69% |
- Bid Size: - |
- Ask Size: - |
ADIDAS AG NA O.N. |
245.00 EUR |
9/20/2024 |
Call |
Master data
WKN: |
SW1JJJ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
ADIDAS AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
245.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
7/27/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
398.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.27 |
Parity: |
-2.58 |
Time value: |
0.06 |
Break-even: |
245.55 |
Moneyness: |
0.89 |
Premium: |
0.12 |
Premium p.a.: |
3.64 |
Spread abs.: |
0.01 |
Spread %: |
22.22% |
Delta: |
0.08 |
Theta: |
-0.05 |
Omega: |
30.77 |
Rho: |
0.01 |
Quote data
Open: |
0.043 |
High: |
0.043 |
Low: |
0.043 |
Previous Close: |
0.051 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-36.76% |
1 Month |
|
|
-89.51% |
3 Months |
|
|
-93.28% |
YTD |
|
|
-89.25% |
1 Year |
|
|
-92.59% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.060 |
0.035 |
1M High / 1M Low: |
0.630 |
0.035 |
6M High / 6M Low: |
1.340 |
0.035 |
High (YTD): |
4/29/2024 |
1.340 |
Low (YTD): |
8/21/2024 |
0.035 |
52W High: |
4/29/2024 |
1.340 |
52W Low: |
8/21/2024 |
0.035 |
Avg. price 1W: |
|
0.048 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.190 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.555 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.477 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
557.10% |
Volatility 6M: |
|
337.19% |
Volatility 1Y: |
|
284.28% |
Volatility 3Y: |
|
- |