Soc. Generale Call 26 8TRA 20.09.2024
/ DE000SW359R7
Soc. Generale Call 26 8TRA 20.09..../ DE000SW359R7 /
| 7/16/2024 12:19:30 PM |
Chg.-0.020 |
Bid7/16/2024 |
Ask7/16/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-3.85% |
0.500
Bid Size: 8,000 |
0.520
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: |
5.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.29 |
| Parity: |
0.50 |
| Time value: |
0.05 |
| Break-even: |
31.50 |
| Moneyness: |
1.19 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
3.77% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
4.96 |
| Rho: |
0.04 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.500 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.70% |
| 1 Month |
|
|
+6.38% |
| 3 Months |
|
|
-35.90% |
| YTD |
|
|
+594.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.460 |
| 1M High / 1M Low: |
0.560 |
0.440 |
| 6M High / 6M Low: |
0.940 |
0.077 |
| High (YTD): |
4/9/2024 |
0.940 |
| Low (YTD): |
1/5/2024 |
0.055 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.510 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.510 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.518 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.97% |
| Volatility 6M: |
|
177.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
