Soc. Generale Call 34 G1A 20.09.2024
/ DE000SW2KV91
Soc. Generale Call 34 G1A 20.09.2.../ DE000SW2KV91 /
9/11/2024 3:33:36 PM |
Chg.0.000 |
Bid4:15:33 PM |
Ask4:15:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.820EUR |
0.00% |
0.780 Bid Size: 9,000 |
0.810 Ask Size: 9,000 |
GEA GROUP AG |
34.00 EUR |
9/20/2024 |
Call |
Master data
WKN: |
SW2KV9 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
GEA GROUP AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
34.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
8/22/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.83 |
Intrinsic value: |
0.83 |
Implied volatility: |
1.18 |
Historic volatility: |
0.20 |
Parity: |
0.83 |
Time value: |
0.04 |
Break-even: |
42.70 |
Moneyness: |
1.24 |
Premium: |
0.01 |
Premium p.a.: |
0.52 |
Spread abs.: |
0.03 |
Spread %: |
3.57% |
Delta: |
0.90 |
Theta: |
-0.08 |
Omega: |
4.36 |
Rho: |
0.01 |
Quote data
Open: |
0.800 |
High: |
0.830 |
Low: |
0.800 |
Previous Close: |
0.820 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+7.89% |
1 Month |
|
|
+36.67% |
3 Months |
|
|
+78.26% |
YTD |
|
|
+51.85% |
1 Year |
|
|
+36.67% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.820 |
0.720 |
1M High / 1M Low: |
0.820 |
0.600 |
6M High / 6M Low: |
0.820 |
0.380 |
High (YTD): |
9/10/2024 |
0.820 |
Low (YTD): |
1/22/2024 |
0.340 |
52W High: |
9/10/2024 |
0.820 |
52W Low: |
10/27/2023 |
0.260 |
Avg. price 1W: |
|
0.772 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.709 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.557 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.488 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
80.36% |
Volatility 6M: |
|
105.71% |
Volatility 1Y: |
|
111.06% |
Volatility 3Y: |
|
- |