Soc. Generale Call 32 NCB 20.09.2024
/ DE000SW1YRN6
Soc. Generale Call 32 NCB 20.09.2.../ DE000SW1YRN6 /
12/09/2024 09:45:18 |
Chg.-0.010 |
Bid21:58:03 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.610EUR |
-1.61% |
- Bid Size: - |
- Ask Size: - |
BANK AMERICA DL... |
32.00 - |
20/09/2024 |
Call |
Master data
WKN: |
SW1YRN |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
BANK AMERICA DL 0,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
32.00 - |
Maturity: |
20/09/2024 |
Issue date: |
07/08/2023 |
Last trading day: |
12/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.30 |
Intrinsic value: |
0.30 |
Implied volatility: |
2.40 |
Historic volatility: |
0.21 |
Parity: |
0.30 |
Time value: |
0.31 |
Break-even: |
38.10 |
Moneyness: |
1.09 |
Premium: |
0.09 |
Premium p.a.: |
82.13 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.67 |
Theta: |
-0.30 |
Omega: |
3.84 |
Rho: |
0.00 |
Quote data
Open: |
0.610 |
High: |
0.610 |
Low: |
0.610 |
Previous Close: |
0.620 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+1.67% |
3 Months |
|
|
-16.44% |
YTD |
|
|
+48.78% |
1 Year |
|
|
+205.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.690 |
0.610 |
1M High / 1M Low: |
0.780 |
0.580 |
6M High / 6M Low: |
1.130 |
0.410 |
High (YTD): |
16/07/2024 |
1.130 |
Low (YTD): |
18/01/2024 |
0.250 |
52W High: |
16/07/2024 |
1.130 |
52W Low: |
27/10/2023 |
0.088 |
Avg. price 1W: |
|
0.640 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.673 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.695 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.481 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
101.53% |
Volatility 6M: |
|
105.66% |
Volatility 1Y: |
|
135.20% |
Volatility 3Y: |
|
- |