Soc. Generale Call 25 VIG 20.09.2024
/ DE000SW3XN53
Soc. Generale Call 25 VIG 20.09.2.../ DE000SW3XN53 /
| 7/9/2024 9:33:17 AM |
Chg.0.000 |
Bid12:03:37 PM |
Ask12:03:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
0.00% |
0.520
Bid Size: 6,000 |
0.590
Ask Size: 6,000 |
VIENNA INSURANCE GRO... |
25.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
SW3XN5 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
VIENNA INSURANCE GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
9/25/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.16 |
| Parity: |
0.56 |
| Time value: |
0.05 |
| Break-even: |
31.00 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.07 |
| Spread %: |
13.21% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
4.58 |
| Rho: |
0.04 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.530 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.64% |
| 1 Month |
|
|
+12.77% |
| 3 Months |
|
|
+26.19% |
| YTD |
|
|
+82.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.530 |
| 1M High / 1M Low: |
0.550 |
0.380 |
| 6M High / 6M Low: |
0.630 |
0.210 |
| High (YTD): |
5/23/2024 |
0.630 |
| Low (YTD): |
2/16/2024 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.542 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.460 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.386 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.95% |
| Volatility 6M: |
|
79.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
