Soc. Generale Call 38 MO 20.09.2024
/ DE000SW1YP60
Soc. Generale Call 38 MO 20.09.20.../ DE000SW1YP60 /
| 17/07/2024 10:06:12 |
Chg.+0.030 |
Bid11:44:54 |
Ask11:44:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
+3.30% |
0.940
Bid Size: 7,000 |
-
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: |
4.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.16 |
| Parity: |
0.92 |
| Time value: |
0.03 |
| Break-even: |
44.36 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.97 |
| Theta: |
-0.01 |
| Omega: |
4.49 |
| Rho: |
0.06 |
Quote data
| Open: |
0.940 |
| High: |
0.940 |
| Low: |
0.940 |
| Previous Close: |
0.910 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.90% |
| 1 Month |
|
|
+46.88% |
| 3 Months |
|
|
+161.11% |
| YTD |
|
|
+184.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.840 |
| 1M High / 1M Low: |
0.930 |
0.640 |
| 6M High / 6M Low: |
0.930 |
0.250 |
| High (YTD): |
15/07/2024 |
0.930 |
| Low (YTD): |
06/03/2024 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.880 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.780 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.535 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.26% |
| Volatility 6M: |
|
113.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
