Soc. Generale Call 36 MO 20.09.2024
/ DE000SW32YN7
Soc. Generale Call 36 MO 20.09.20.../ DE000SW32YN7 /
| 6/26/2024 7:56:37 PM |
Chg.-0.010 |
Bid8:56:04 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.010EUR |
-0.98% |
1.020
Bid Size: 125,000 |
-
Ask Size: - |
Altria Group Inc |
36.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
9/28/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.97 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.17 |
| Parity: |
0.97 |
| Time value: |
0.05 |
| Break-even: |
43.82 |
| Moneyness: |
1.29 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.95 |
| Theta: |
-0.01 |
| Omega: |
4.02 |
| Rho: |
0.07 |
Quote data
| Open: |
1.000 |
| High: |
1.030 |
| Low: |
1.000 |
| Previous Close: |
1.020 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.44% |
| 1 Month |
|
|
+16.09% |
| 3 Months |
|
|
+44.29% |
| YTD |
|
|
+119.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.860 |
| 1M High / 1M Low: |
1.020 |
0.830 |
| 6M High / 6M Low: |
1.020 |
0.360 |
| High (YTD): |
6/25/2024 |
1.020 |
| Low (YTD): |
3/4/2024 |
0.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.954 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.926 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.657 |
| Avg. volume 6M: |
|
326.190 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.63% |
| Volatility 6M: |
|
104.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
