Soc. Generale Call 26 8TRA 20.09.2024
/ DE000SW359R7
Soc. Generale Call 26 8TRA 20.09..../ DE000SW359R7 /
| 7/10/2024 2:30:58 PM |
Chg.+0.020 |
Bid3:29:22 PM |
Ask3:29:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
+4.35% |
0.480
Bid Size: 8,000 |
0.500
Ask Size: 8,000 |
TRATON SE INH O.N. |
26.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
SW359R |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
TRATON SE INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
9/29/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.29 |
| Parity: |
0.39 |
| Time value: |
0.10 |
| Break-even: |
30.80 |
| Moneyness: |
1.15 |
| Premium: |
0.03 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
2.13% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
4.94 |
| Rho: |
0.04 |
Quote data
| Open: |
0.460 |
| High: |
0.480 |
| Low: |
0.460 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.11% |
| 1 Month |
|
|
-28.36% |
| 3 Months |
|
|
-45.45% |
| YTD |
|
|
+566.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.460 |
| 1M High / 1M Low: |
0.710 |
0.440 |
| 6M High / 6M Low: |
0.940 |
0.070 |
| High (YTD): |
4/9/2024 |
0.940 |
| Low (YTD): |
1/5/2024 |
0.055 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.524 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.533 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.504 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.65% |
| Volatility 6M: |
|
177.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
