Soc. Generale Call 3.4 BSD2 20.09.2024
/ DE000SW13LJ2
Soc. Generale Call 3.4 BSD2 20.09.../ DE000SW13LJ2 /
03/09/2024 09:46:34 |
Chg.+0.020 |
Bid10:19:40 |
Ask10:19:40 |
Underlying |
Strike price |
Expiration date |
Option type |
1.080EUR |
+1.89% |
1.060 Bid Size: 40,000 |
1.070 Ask Size: 40,000 |
BCO SANTANDER N.EO0,... |
3.40 EUR |
20/09/2024 |
Call |
Master data
WKN: |
SW13LJ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
BCO SANTANDER N.EO0,5 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3.40 EUR |
Maturity: |
20/09/2024 |
Issue date: |
10/08/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.08 |
Intrinsic value: |
1.08 |
Implied volatility: |
0.70 |
Historic volatility: |
0.24 |
Parity: |
1.08 |
Time value: |
0.01 |
Break-even: |
4.49 |
Moneyness: |
1.32 |
Premium: |
0.00 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
0.93% |
Delta: |
0.97 |
Theta: |
0.00 |
Omega: |
3.99 |
Rho: |
0.00 |
Quote data
Open: |
1.060 |
High: |
1.080 |
Low: |
1.060 |
Previous Close: |
1.060 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+5.88% |
1 Month |
|
|
+52.11% |
3 Months |
|
|
-28.48% |
YTD |
|
|
+71.43% |
1 Year |
|
|
+116.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.100 |
1.020 |
1M High / 1M Low: |
1.100 |
0.700 |
6M High / 6M Low: |
1.540 |
0.580 |
High (YTD): |
17/05/2024 |
1.540 |
Low (YTD): |
29/01/2024 |
0.420 |
52W High: |
17/05/2024 |
1.540 |
52W Low: |
24/10/2023 |
0.390 |
Avg. price 1W: |
|
1.068 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.860 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.108 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.828 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
77.82% |
Volatility 6M: |
|
88.86% |
Volatility 1Y: |
|
97.89% |
Volatility 3Y: |
|
- |