Soc. Generale Call 290 AXP 20.09.2024
/ DE000SW97DS3
Soc. Generale Call 290 AXP 20.09..../ DE000SW97DS3 /
| 7/12/2024 9:51:56 AM |
Chg.+0.010 |
Bid10:15:02 AM |
Ask10:15:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
+9.09% |
0.130
Bid Size: 10,000 |
0.150
Ask Size: 10,000 |
American Express Com... |
290.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
SW97DS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
290.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
5/10/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
168.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.19 |
| Parity: |
-4.71 |
| Time value: |
0.13 |
| Break-even: |
267.99 |
| Moneyness: |
0.82 |
| Premium: |
0.22 |
| Premium p.a.: |
1.83 |
| Spread abs.: |
0.01 |
| Spread %: |
8.33% |
| Delta: |
0.10 |
| Theta: |
-0.04 |
| Omega: |
16.38 |
| Rho: |
0.04 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.120 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.09% |
| 1 Month |
|
|
+53.85% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.096 |
| 1M High / 1M Low: |
0.110 |
0.064 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.105 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.092 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
