Soc. Generale Call 35 COK 20.09.2024
/ DE000SW2Z6W0
Soc. Generale Call 35 COK 20.09.2.../ DE000SW2Z6W0 /
| 2024-07-29 10:19:29 AM |
Chg.-0.008 |
Bid10:46:58 AM |
Ask10:46:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
-8.16% |
0.087
Bid Size: 15,000 |
0.097
Ask Size: 15,000 |
CANCOM SE O.N. |
35.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW2Z6W |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CANCOM SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
28.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.34 |
| Parity: |
-0.32 |
| Time value: |
0.11 |
| Break-even: |
36.10 |
| Moneyness: |
0.91 |
| Premium: |
0.13 |
| Premium p.a.: |
1.37 |
| Spread abs.: |
0.01 |
| Spread %: |
13.40% |
| Delta: |
0.33 |
| Theta: |
-0.02 |
| Omega: |
9.63 |
| Rho: |
0.01 |
Quote data
| Open: |
0.090 |
| High: |
0.090 |
| Low: |
0.090 |
| Previous Close: |
0.098 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.71% |
| 1 Month |
|
|
-40.00% |
| 3 Months |
|
|
-25.00% |
| YTD |
|
|
-57.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.093 |
| 1M High / 1M Low: |
0.170 |
0.093 |
| 6M High / 6M Low: |
0.210 |
0.065 |
| High (YTD): |
2024-02-01 |
0.210 |
| Low (YTD): |
2024-03-20 |
0.065 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.114 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.137 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.129 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.29% |
| Volatility 6M: |
|
215.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
