Soc. Generale Call 26 NCB 20.09.2024
/ DE000SW22TP3
Soc. Generale Call 26 NCB 20.09.2.../ DE000SW22TP3 /
9/12/2024 9:59:50 AM |
Chg.0.000 |
Bid9:58:03 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.160EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
BANK AMERICA DL... |
26.00 - |
9/20/2024 |
Call |
Master data
WKN: |
SW22TP |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
BANK AMERICA DL 0,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
26.00 - |
Maturity: |
9/20/2024 |
Issue date: |
9/4/2023 |
Last trading day: |
9/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.90 |
Intrinsic value: |
0.90 |
Implied volatility: |
3.58 |
Historic volatility: |
0.21 |
Parity: |
0.90 |
Time value: |
0.25 |
Break-even: |
37.50 |
Moneyness: |
1.35 |
Premium: |
0.07 |
Premium p.a.: |
35.33 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.80 |
Theta: |
-0.35 |
Omega: |
2.44 |
Rho: |
0.00 |
Quote data
Open: |
1.160 |
High: |
1.160 |
Low: |
1.150 |
Previous Close: |
1.160 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+0.87% |
1 Month |
|
|
+1.75% |
3 Months |
|
|
-7.94% |
YTD |
|
|
+43.21% |
1 Year |
|
|
+136.73% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.220 |
1.150 |
1M High / 1M Low: |
1.330 |
1.120 |
6M High / 6M Low: |
1.680 |
0.880 |
High (YTD): |
7/16/2024 |
1.680 |
Low (YTD): |
1/18/2024 |
0.630 |
52W High: |
7/16/2024 |
1.680 |
52W Low: |
10/27/2023 |
0.270 |
Avg. price 1W: |
|
1.180 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.214 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.218 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.915 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
56.68% |
Volatility 6M: |
|
64.34% |
Volatility 1Y: |
|
85.70% |
Volatility 3Y: |
|
- |