Soc. Generale Call 30 III 20.12.2024
/ DE000SW7ZGT0
Soc. Generale Call 30 III 20.12.2.../ DE000SW7ZGT0 /
9/10/2024 9:45:18 PM |
Chg.0.000 |
Bid9/10/2024 |
Ask9/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.260EUR |
0.00% |
0.260 Bid Size: 10,000 |
0.320 Ask Size: 10,000 |
3I Group PLC ORD 73 ... |
30.00 GBP |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
3/20/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.27 |
Intrinsic value: |
0.09 |
Implied volatility: |
0.31 |
Historic volatility: |
0.28 |
Parity: |
0.09 |
Time value: |
0.21 |
Break-even: |
38.54 |
Moneyness: |
1.02 |
Premium: |
0.06 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.01 |
Spread %: |
3.45% |
Delta: |
0.61 |
Theta: |
-0.01 |
Omega: |
7.44 |
Rho: |
0.05 |
Quote data
Open: |
0.240 |
High: |
0.290 |
Low: |
0.240 |
Previous Close: |
0.260 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+4.00% |
1 Month |
|
|
+8.33% |
3 Months |
|
|
+30.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.260 |
0.230 |
1M High / 1M Low: |
0.400 |
0.230 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.244 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.308 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
155.63% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |