Soc. Generale Call 3.5 KPN 20.09.2024
/ DE000SW1ZRU8
Soc. Generale Call 3.5 KPN 20.09..../ DE000SW1ZRU8 /
8/30/2024 9:47:56 PM |
Chg.-0.010 |
Bid9:59:14 PM |
Ask9:59:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.200EUR |
-4.76% |
0.200 Bid Size: 10,000 |
0.230 Ask Size: 10,000 |
Koninklijke KPN NV |
3.50 EUR |
9/20/2024 |
Call |
Master data
WKN: |
SW1ZRU |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Koninklijke KPN NV |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3.50 EUR |
Maturity: |
9/20/2024 |
Issue date: |
8/8/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
16.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.20 |
Intrinsic value: |
0.19 |
Implied volatility: |
0.25 |
Historic volatility: |
0.11 |
Parity: |
0.19 |
Time value: |
0.03 |
Break-even: |
3.72 |
Moneyness: |
1.06 |
Premium: |
0.01 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.01 |
Spread %: |
4.76% |
Delta: |
0.83 |
Theta: |
0.00 |
Omega: |
13.98 |
Rho: |
0.00 |
Quote data
Open: |
0.210 |
High: |
0.220 |
Low: |
0.200 |
Previous Close: |
0.210 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+53.85% |
1 Month |
|
|
+5.26% |
3 Months |
|
|
+53.85% |
YTD |
|
|
+163.16% |
1 Year |
|
|
+11.11% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.210 |
0.150 |
1M High / 1M Low: |
0.210 |
0.120 |
6M High / 6M Low: |
0.290 |
0.087 |
High (YTD): |
7/22/2024 |
0.290 |
Low (YTD): |
1/10/2024 |
0.071 |
52W High: |
7/22/2024 |
0.290 |
52W Low: |
1/10/2024 |
0.071 |
Avg. price 1W: |
|
0.186 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.150 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.147 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.134 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
224.05% |
Volatility 6M: |
|
178.03% |
Volatility 1Y: |
|
147.18% |
Volatility 3Y: |
|
- |