Soc. Generale Call 36 NWT 20.09.2024
/ DE000SW222U1
Soc. Generale Call 36 NWT 20.09.2.../ DE000SW222U1 /
| 2024-07-31 9:39:33 PM |
Chg.-0.080 |
Bid9:59:52 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.150EUR |
-3.59% |
2.150
Bid Size: 7,000 |
-
Ask Size: - |
WELLS FARGO + CO.DL ... |
36.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
SW222U |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
WELLS FARGO + CO.DL 1,666 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-04 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.97 |
| Intrinsic value: |
1.95 |
| Implied volatility: |
1.37 |
| Historic volatility: |
0.21 |
| Parity: |
1.95 |
| Time value: |
0.26 |
| Break-even: |
58.10 |
| Moneyness: |
1.54 |
| Premium: |
0.05 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.87 |
| Theta: |
-0.06 |
| Omega: |
2.18 |
| Rho: |
0.04 |
Quote data
| Open: |
2.140 |
| High: |
2.220 |
| Low: |
2.140 |
| Previous Close: |
2.230 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.92% |
| 1 Month |
|
|
-2.27% |
| 3 Months |
|
|
-3.15% |
| YTD |
|
|
+64.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.230 |
2.170 |
| 1M High / 1M Low: |
2.340 |
1.890 |
| 6M High / 6M Low: |
2.450 |
1.220 |
| High (YTD): |
2024-05-10 |
2.450 |
| Low (YTD): |
2024-01-18 |
1.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.202 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.180 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.021 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.66% |
| Volatility 6M: |
|
65.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
