Soc. Generale Call 25 COK 20.09.2024
/ DE000SW1ZLA3
Soc. Generale Call 25 COK 20.09.2.../ DE000SW1ZLA3 /
| 29/07/2024 08:13:00 |
Chg.0.000 |
Bid10:28:20 |
Ask10:28:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
0.00% |
0.690
Bid Size: 7,000 |
0.730
Ask Size: 7,000 |
CANCOM SE O.N. |
25.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
08/08/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.34 |
| Parity: |
0.68 |
| Time value: |
0.08 |
| Break-even: |
32.60 |
| Moneyness: |
1.27 |
| Premium: |
0.02 |
| Premium p.a.: |
0.18 |
| 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: |
0.720 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.29% |
| 1 Month |
|
|
-7.69% |
| 3 Months |
|
|
+33.33% |
| YTD |
|
|
+10.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.700 |
| 1M High / 1M Low: |
0.850 |
0.700 |
| 6M High / 6M Low: |
0.850 |
0.300 |
| High (YTD): |
08/07/2024 |
0.850 |
| Low (YTD): |
20/03/2024 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.760 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.796 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.589 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.48% |
| Volatility 6M: |
|
129.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
