Soc. Generale Call 25 COK 20.09.2024
/ DE000SW1ZLA3
Soc. Generale Call 25 COK 20.09.2.../ DE000SW1ZLA3 /
| 2024-07-29 9:00:21 AM |
Chg.+0.010 |
Bid9:40:57 AM |
Ask9:40:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+1.41% |
0.720
Bid Size: 7,000 |
0.760
Ask Size: 7,000 |
CANCOM SE O.N. |
25.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZLA |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CANCOM SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.33 |
| Parity: |
0.68 |
| Time value: |
0.08 |
| Break-even: |
32.60 |
| Moneyness: |
1.27 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.04 |
| Spread %: |
5.56% |
| Delta: |
0.86 |
| Theta: |
-0.02 |
| Omega: |
3.62 |
| Rho: |
0.03 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.29% |
| 1 Month |
|
|
-6.49% |
| 3 Months |
|
|
+38.46% |
| YTD |
|
|
+10.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.690 |
| 1M High / 1M Low: |
0.850 |
0.690 |
| 6M High / 6M Low: |
0.850 |
0.300 |
| High (YTD): |
2024-07-22 |
0.850 |
| Low (YTD): |
2024-03-19 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.760 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.794 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.587 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.87% |
| Volatility 6M: |
|
128.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
