Soc. Generale Call 30 III 20.12.2024
/ DE000SW7ZGT0
Soc. Generale Call 30 III 20.12.2.../ DE000SW7ZGT0 /
| 11/10/2024 21:43:39 |
Chg.+0.020 |
Bid11/10/2024 |
Ask11/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+5.13% |
0.410
Bid Size: 7,400 |
0.450
Ask Size: 7,400 |
3I Group PLC ORD 73 ... |
30.00 GBP |
20/12/2024 |
Call |
Master data
| WKN: |
SW7ZGT |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
3I Group PLC ORD 73 19/22P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 GBP |
| Maturity: |
20/12/2024 |
| Issue date: |
20/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.28 |
| Parity: |
0.22 |
| Time value: |
0.22 |
| Break-even: |
40.25 |
| Moneyness: |
1.06 |
| Premium: |
0.06 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
2.33% |
| Delta: |
0.66 |
| Theta: |
-0.02 |
| Omega: |
5.70 |
| Rho: |
0.04 |
Quote data
| Open: |
0.380 |
| High: |
0.430 |
| Low: |
0.380 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+28.13% |
| 3 Months |
|
|
+57.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.370 |
| 1M High / 1M Low: |
0.520 |
0.320 |
| 6M High / 6M Low: |
0.520 |
0.160 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.396 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.407 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.281 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.61% |
| Volatility 6M: |
|
179.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
