Soc. Generale Call 36 DSY 20.12.2024
/ DE000SW9LFJ9
Soc. Generale Call 36 DSY 20.12.2.../ DE000SW9LFJ9 /
10/15/2024 9:27:12 AM |
Chg.0.000 |
Bid11:05:05 AM |
Ask11:05:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
0.00% |
0.110 Bid Size: 125,000 |
0.120 Ask Size: 125,000 |
Dassault Systemes SE |
36.00 EUR |
12/20/2024 |
Call |
Master data
WKN: |
SW9LFJ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Dassault Systemes SE |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
36.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
4/26/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
24.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.24 |
Parity: |
-0.18 |
Time value: |
0.14 |
Break-even: |
37.40 |
Moneyness: |
0.95 |
Premium: |
0.09 |
Premium p.a.: |
0.65 |
Spread abs.: |
0.01 |
Spread %: |
7.69% |
Delta: |
0.41 |
Theta: |
-0.02 |
Omega: |
10.00 |
Rho: |
0.02 |
Quote data
Open: |
0.120 |
High: |
0.120 |
Low: |
0.120 |
Previous Close: |
0.120 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-29.41% |
1 Month |
|
|
-50.00% |
3 Months |
|
|
-50.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.170 |
0.120 |
1M High / 1M Low: |
0.270 |
0.120 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.140 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.206 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
207.38% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |