Soc. Generale Call 3.5 BSD2 20.09.2024
/ DE000SW2GFX5
Soc. Generale Call 3.5 BSD2 20.09.../ DE000SW2GFX5 /
8/30/2024 8:58:52 AM |
Chg.+0.030 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.990EUR |
+3.13% |
- Bid Size: - |
- Ask Size: - |
BCO SANTANDER N.EO0,... |
3.50 EUR |
9/20/2024 |
Call |
Master data
WKN: |
SW2GFX |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
BCO SANTANDER N.EO0,5 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3.50 EUR |
Maturity: |
9/20/2024 |
Issue date: |
8/18/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.00 |
Intrinsic value: |
1.00 |
Implied volatility: |
0.84 |
Historic volatility: |
0.24 |
Parity: |
1.00 |
Time value: |
0.04 |
Break-even: |
4.54 |
Moneyness: |
1.28 |
Premium: |
0.01 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.01 |
Spread %: |
0.97% |
Delta: |
0.92 |
Theta: |
0.00 |
Omega: |
3.96 |
Rho: |
0.00 |
Quote data
Open: |
0.990 |
High: |
0.990 |
Low: |
0.990 |
Previous Close: |
0.960 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+25.32% |
1 Month |
|
|
+4.21% |
3 Months |
|
|
-27.21% |
YTD |
|
|
+73.68% |
1 Year |
|
|
+125.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.990 |
0.840 |
1M High / 1M Low: |
0.990 |
0.530 |
6M High / 6M Low: |
1.430 |
0.510 |
High (YTD): |
5/20/2024 |
1.430 |
Low (YTD): |
1/29/2024 |
0.390 |
52W High: |
5/20/2024 |
1.430 |
52W Low: |
10/24/2023 |
0.340 |
Avg. price 1W: |
|
0.930 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.747 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.015 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.750 |
Avg. volume 1Y: |
|
17.255 |
Volatility 1M: |
|
168.07% |
Volatility 6M: |
|
100.82% |
Volatility 1Y: |
|
99.83% |
Volatility 3Y: |
|
- |