Soc. Generale Call 25 III 20.12.2024
/ DE000SW7ZGS2
Soc. Generale Call 25 III 20.12.2.../ DE000SW7ZGS2 /
| 8/2/2024 8:43:10 AM |
Chg.-0.050 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
-6.67% |
-
Bid Size: - |
-
Ask Size: - |
3I Group PLC ORD 73 ... |
25.00 GBP |
12/20/2024 |
Call |
Master data
| WKN: |
SW7ZGS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
3I Group PLC ORD 73 19/22P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 GBP |
| Maturity: |
12/20/2024 |
| Issue date: |
3/20/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.27 |
| Parity: |
0.51 |
| Time value: |
0.11 |
| Break-even: |
35.54 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.64% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
4.58 |
| Rho: |
0.08 |
Quote data
| Open: |
0.700 |
| High: |
0.700 |
| Low: |
0.700 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.06% |
| 1 Month |
|
|
+2.94% |
| 3 Months |
|
|
+40.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.660 |
| 1M High / 1M Low: |
0.840 |
0.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.696 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.681 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
