Soc. Generale Call 30 COK 20.09.2024
/ DE000SW1ZLB1
Soc. Generale Call 30 COK 20.09.2.../ DE000SW1ZLB1 /
| 7/29/2024 8:55:46 AM |
Chg.0.000 |
Bid9:05:58 AM |
Ask9:05:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
0.00% |
0.330
Bid Size: 9,100 |
0.350
Ask Size: 9,100 |
CANCOM SE O.N. |
30.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
SW1ZLB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CANCOM SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
8/8/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.33 |
| Parity: |
0.18 |
| Time value: |
0.17 |
| Break-even: |
33.50 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.02 |
| Spread %: |
6.06% |
| Delta: |
0.67 |
| Theta: |
-0.02 |
| Omega: |
6.07 |
| Rho: |
0.03 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.320 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.58% |
| 1 Month |
|
|
-17.95% |
| 3 Months |
|
|
+18.52% |
| YTD |
|
|
-20.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.310 |
| 1M High / 1M Low: |
0.440 |
0.310 |
| 6M High / 6M Low: |
0.440 |
0.150 |
| High (YTD): |
7/8/2024 |
0.440 |
| Low (YTD): |
3/20/2024 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.364 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.395 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.301 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.43% |
| Volatility 6M: |
|
178.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
