Soc. Generale Call 35 ML 20.09.2024
/ DE000SW1ZSU6
Soc. Generale Call 35 ML 20.09.20.../ DE000SW1ZSU6 /
2024-08-14 8:13:19 AM |
Chg.-0.007 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.065EUR |
-9.72% |
- Bid Size: - |
- Ask Size: - |
Cie Generale des Eta... |
35.00 EUR |
2024-09-20 |
Call |
Master data
WKN: |
SW1ZSU |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Cie Generale des Etablissements Michelin SA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
35.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-08-08 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
50.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.17 |
Parity: |
-0.10 |
Time value: |
0.07 |
Break-even: |
35.68 |
Moneyness: |
0.97 |
Premium: |
0.05 |
Premium p.a.: |
0.59 |
Spread abs.: |
0.01 |
Spread %: |
17.24% |
Delta: |
0.39 |
Theta: |
-0.01 |
Omega: |
19.57 |
Rho: |
0.01 |
Quote data
Open: |
0.065 |
High: |
0.065 |
Low: |
0.065 |
Previous Close: |
0.072 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.72% |
1 Month |
|
|
-53.57% |
3 Months |
|
|
-77.59% |
YTD |
|
|
-53.57% |
1 Year |
|
|
-27.78% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.077 |
0.065 |
1M High / 1M Low: |
0.240 |
0.065 |
6M High / 6M Low: |
0.430 |
0.065 |
High (YTD): |
2024-06-14 |
0.430 |
Low (YTD): |
2024-08-14 |
0.065 |
52W High: |
2024-06-14 |
0.430 |
52W Low: |
2023-10-25 |
0.053 |
Avg. price 1W: |
|
0.072 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.135 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.216 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.158 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
282.95% |
Volatility 6M: |
|
191.04% |
Volatility 1Y: |
|
177.95% |
Volatility 3Y: |
|
- |