Soc. Generale Call 32 AHOG 20.09.2024
/ DE000SW1ZRN3
Soc. Generale Call 32 AHOG 20.09..../ DE000SW1ZRN3 /
9/9/2024 8:14:03 AM |
Chg.+0.001 |
Bid3:49:57 PM |
Ask3:49:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.009EUR |
+12.50% |
0.009 Bid Size: 100,000 |
0.020 Ask Size: 100,000 |
AHOLD DELHAIZE,KON.E... |
32.00 EUR |
9/20/2024 |
Call |
Master data
WKN: |
SW1ZRN |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AHOLD DELHAIZE,KON.EO-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
32.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
8/8/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
155.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.16 |
Parity: |
-0.09 |
Time value: |
0.02 |
Break-even: |
32.20 |
Moneyness: |
0.97 |
Premium: |
0.04 |
Premium p.a.: |
2.24 |
Spread abs.: |
0.01 |
Spread %: |
185.71% |
Delta: |
0.26 |
Theta: |
-0.02 |
Omega: |
40.23 |
Rho: |
0.00 |
Quote data
Open: |
0.009 |
High: |
0.009 |
Low: |
0.009 |
Previous Close: |
0.008 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+12.50% |
1 Month |
|
|
-10.00% |
3 Months |
|
|
-10.00% |
YTD |
|
|
-60.87% |
1 Year |
|
|
-92.50% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.012 |
0.008 |
1M High / 1M Low: |
0.012 |
0.003 |
6M High / 6M Low: |
0.049 |
0.003 |
High (YTD): |
5/10/2024 |
0.049 |
Low (YTD): |
8/26/2024 |
0.003 |
52W High: |
9/22/2023 |
0.130 |
52W Low: |
8/26/2024 |
0.003 |
Avg. price 1W: |
|
0.010 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.007 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.017 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.034 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
541.42% |
Volatility 6M: |
|
438.08% |
Volatility 1Y: |
|
330.10% |
Volatility 3Y: |
|
- |