Soc. Generale Call 36 PHM7 20.09.2024
/ DE000SW32YN7
Soc. Generale Call 36 PHM7 20.09..../ DE000SW32YN7 /
9/12/2024 9:55:45 AM |
Chg.0.000 |
Bid9:59:26 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.540EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
ALTRIA GRP INC. DL... |
36.00 - |
9/20/2024 |
Call |
Master data
WKN: |
SW32YN |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
ALTRIA GRP INC. DL-,333 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
36.00 - |
Maturity: |
9/20/2024 |
Issue date: |
9/28/2023 |
Last trading day: |
9/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.94 |
Intrinsic value: |
0.94 |
Implied volatility: |
8.12 |
Historic volatility: |
0.17 |
Parity: |
0.94 |
Time value: |
0.56 |
Break-even: |
51.00 |
Moneyness: |
1.26 |
Premium: |
0.12 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.75 |
Theta: |
-2.15 |
Omega: |
2.28 |
Rho: |
0.00 |
Quote data
Open: |
1.530 |
High: |
1.540 |
Low: |
1.530 |
Previous Close: |
1.540 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+15.79% |
3 Months |
|
|
+77.01% |
YTD |
|
|
+234.78% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.540 |
1.540 |
1M High / 1M Low: |
1.670 |
1.370 |
6M High / 6M Low: |
1.670 |
0.500 |
High (YTD): |
9/4/2024 |
1.670 |
Low (YTD): |
3/4/2024 |
0.360 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.540 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.544 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.026 |
Avg. volume 6M: |
|
326.190 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
35.71% |
Volatility 6M: |
|
69.04% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |