Soc. Generale Call 260 AXP 20.09.2024
/ DE000SW7EJU7
Soc. Generale Call 260 AXP 20.09..../ DE000SW7EJU7 /
| 2024-07-11 10:04:20 AM |
Chg.- |
Bid8:00:59 AM |
Ask8:00:59 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
- |
0.440
Bid Size: 6,900 |
0.480
Ask Size: 6,900 |
American Express Com... |
260.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW7EJU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
47.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
-1.94 |
| Time value: |
0.46 |
| Break-even: |
244.60 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
0.70 |
| Spread abs.: |
0.01 |
| Spread %: |
2.22% |
| Delta: |
0.29 |
| Theta: |
-0.07 |
| Omega: |
13.75 |
| Rho: |
0.11 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.16% |
| 1 Month |
|
|
+65.38% |
| 3 Months |
|
|
-17.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.340 |
| 1M High / 1M Low: |
0.430 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.380 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.315 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
