Soc. Generale Call 3.6 BSD2 20.09.2024
/ DE000SW1ZJ42
Soc. Generale Call 3.6 BSD2 20.09.../ DE000SW1ZJ42 /
06/09/2024 21:44:26 |
Chg.-0.110 |
Bid21:59:56 |
Ask21:59:56 |
Underlying |
Strike price |
Expiration date |
Option type |
0.680EUR |
-13.92% |
0.670 Bid Size: 4,500 |
0.720 Ask Size: 4,500 |
BCO SANTANDER N.EO0,... |
3.60 EUR |
20/09/2024 |
Call |
Master data
WKN: |
SW1ZJ4 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
BCO SANTANDER N.EO0,5 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3.60 EUR |
Maturity: |
20/09/2024 |
Issue date: |
08/08/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.70 |
Intrinsic value: |
0.69 |
Implied volatility: |
0.47 |
Historic volatility: |
0.24 |
Parity: |
0.69 |
Time value: |
0.01 |
Break-even: |
4.30 |
Moneyness: |
1.19 |
Premium: |
0.00 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
1.45% |
Delta: |
0.98 |
Theta: |
0.00 |
Omega: |
6.01 |
Rho: |
0.00 |
Quote data
Open: |
0.780 |
High: |
0.800 |
Low: |
0.680 |
Previous Close: |
0.790 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-24.44% |
1 Month |
|
|
+25.93% |
3 Months |
|
|
-43.33% |
YTD |
|
|
+36.00% |
1 Year |
|
|
+112.50% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.860 |
0.680 |
1M High / 1M Low: |
0.900 |
0.540 |
6M High / 6M Low: |
1.350 |
0.520 |
High (YTD): |
17/05/2024 |
1.350 |
Low (YTD): |
29/01/2024 |
0.310 |
52W High: |
17/05/2024 |
1.350 |
52W Low: |
24/10/2023 |
0.300 |
Avg. price 1W: |
|
0.762 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.704 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.939 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.685 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
118.45% |
Volatility 6M: |
|
103.46% |
Volatility 1Y: |
|
111.01% |
Volatility 3Y: |
|
- |