Soc. Generale Call 32 BAC 19.09.2025
/ DE000SW3WZ27
Soc. Generale Call 32 BAC 19.09.2.../ DE000SW3WZ27 /
| 09/12/2024 13:16:45 |
Chg.0.000 |
Bid21:58:03 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
VERIZON COMM. INC. D... |
32.00 - |
19/09/2025 |
Call |
Master data
| WKN: |
SW3WZ2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
VERIZON COMM. INC. DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 - |
| Maturity: |
19/09/2025 |
| Issue date: |
25/09/2023 |
| Last trading day: |
09/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.20 |
| Parity: |
0.66 |
| Time value: |
0.34 |
| Break-even: |
42.00 |
| Moneyness: |
1.21 |
| Premium: |
0.09 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
2.95 |
| Rho: |
0.14 |
Quote data
| Open: |
0.990 |
| High: |
0.990 |
| Low: |
0.980 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-16.10% |
| 3 Months |
|
|
-16.10% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
+65.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.140 |
0.990 |
| 6M High / 6M Low: |
1.200 |
0.720 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
26/11/2024 |
1.200 |
| 52W Low: |
11/01/2024 |
0.650 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.048 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.964 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.898 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
74.40% |
| Volatility 6M: |
|
79.82% |
| Volatility 1Y: |
|
79.31% |
| Volatility 3Y: |
|
- |
