Soc. Generale Call 36 MO 20.09.2024
/ DE000SW32YN7
Soc. Generale Call 36 MO 20.09.20.../ DE000SW32YN7 /
| 24/07/2024 21:36:05 |
Chg.+0.010 |
Bid21:58:06 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.260EUR |
+0.80% |
1.260
Bid Size: 7,000 |
-
Ask Size: - |
Altria Group Inc |
36.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
SW32YN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Altria Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
28/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
1.21 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.17 |
| Parity: |
1.21 |
| Time value: |
0.03 |
| Break-even: |
45.58 |
| Moneyness: |
1.36 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.97 |
| Theta: |
-0.01 |
| Omega: |
3.53 |
| Rho: |
0.05 |
Quote data
| Open: |
1.220 |
| High: |
1.260 |
| Low: |
1.200 |
| Previous Close: |
1.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.61% |
| 1 Month |
|
|
+24.75% |
| 3 Months |
|
|
+85.29% |
| YTD |
|
|
+173.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.270 |
1.240 |
| 1M High / 1M Low: |
1.270 |
0.910 |
| 6M High / 6M Low: |
1.270 |
0.360 |
| High (YTD): |
19/07/2024 |
1.270 |
| Low (YTD): |
04/03/2024 |
0.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.250 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.061 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.742 |
| Avg. volume 6M: |
|
323.622 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.87% |
| Volatility 6M: |
|
99.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
