Soc. Generale Call 35.5 CRIN 19.09.2024
/ DE000SW9PV65
Soc. Generale Call 35.5 CRIN 19.0.../ DE000SW9PV65 /
| 9/3/2024 9:47:53 AM |
Chg.-0.040 |
Bid1:23:46 PM |
Ask1:23:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-8.16% |
0.380
Bid Size: 50,000 |
0.390
Ask Size: 50,000 |
UNICREDIT |
35.50 EUR |
9/19/2024 |
Call |
Master data
| WKN: |
SW9PV6 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.50 EUR |
| Maturity: |
9/19/2024 |
| Issue date: |
4/29/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
5:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
15.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
0.40 |
| Time value: |
0.08 |
| Break-even: |
37.90 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
2.13% |
| Delta: |
0.79 |
| Theta: |
-0.03 |
| Omega: |
12.40 |
| Rho: |
0.01 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.63% |
| 1 Month |
|
|
+25.00% |
| 3 Months |
|
|
-29.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.320 |
| 1M High / 1M Low: |
0.490 |
0.160 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.386 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.309 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
317.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
