Soc. Generale Call 26 8TRA 20.09.2024
/ DE000SW359R7
Soc. Generale Call 26 8TRA 20.09..../ DE000SW359R7 /
| 2024-07-31 9:31:35 AM |
Chg.+0.020 |
Bid6:49:56 PM |
Ask6:49:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
+5.88% |
0.390
Bid Size: 8,000 |
0.420
Ask Size: 8,000 |
TRATON SE INH O.N. |
26.00 EUR |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-09-29 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.30 |
| Parity: |
0.23 |
| Time value: |
0.10 |
| Break-even: |
29.30 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.02 |
| Spread %: |
6.45% |
| Delta: |
0.73 |
| Theta: |
-0.02 |
| Omega: |
6.26 |
| Rho: |
0.02 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.41% |
| 1 Month |
|
|
-28.00% |
| 3 Months |
|
|
-55.00% |
| YTD |
|
|
+373.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.330 |
| 1M High / 1M Low: |
0.600 |
0.330 |
| 6M High / 6M Low: |
1.000 |
0.074 |
| High (YTD): |
2024-04-26 |
1.000 |
| Low (YTD): |
2024-01-05 |
0.055 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.382 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.496 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.558 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.63% |
| Volatility 6M: |
|
170.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
