Soc. Generale Call 38 MO 20.09.2024
/ DE000SW1YP60
Soc. Generale Call 38 MO 20.09.20.../ DE000SW1YP60 /
28/06/2024 09:47:42 |
Chg.-0.080 |
Bid22:00:45 |
Ask22:00:45 |
Underlying |
Strike price |
Expiration date |
Option type |
0.740EUR |
-9.76% |
- Bid Size: - |
- Ask Size: - |
Altria Group Inc |
38.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
SW1YP6 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Altria Group Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
38.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
07/08/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.73 |
Intrinsic value: |
0.70 |
Implied volatility: |
0.31 |
Historic volatility: |
0.17 |
Parity: |
0.70 |
Time value: |
0.06 |
Break-even: |
43.07 |
Moneyness: |
1.20 |
Premium: |
0.01 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.91 |
Theta: |
-0.01 |
Omega: |
5.12 |
Rho: |
0.07 |
Quote data
Open: |
0.740 |
High: |
0.740 |
Low: |
0.740 |
Previous Close: |
0.820 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.37% |
1 Month |
|
|
+8.82% |
3 Months |
|
|
+29.82% |
YTD |
|
|
+124.24% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.840 |
0.740 |
1M High / 1M Low: |
0.840 |
0.640 |
6M High / 6M Low: |
0.840 |
0.250 |
High (YTD): |
26/06/2024 |
0.840 |
Low (YTD): |
06/03/2024 |
0.250 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.800 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.741 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.496 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
89.58% |
Volatility 6M: |
|
119.61% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |