Soc. Generale Call 38 SGM 20.09.2024
/ DE000SW31NF8
Soc. Generale Call 38 SGM 20.09.2.../ DE000SW31NF8 /
| 2024-07-05 8:52:34 AM |
Chg.0.000 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
38.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW31NF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.30 |
| Parity: |
0.09 |
| Time value: |
0.25 |
| Break-even: |
41.40 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.01 |
| Spread %: |
3.03% |
| Delta: |
0.60 |
| Theta: |
-0.02 |
| Omega: |
6.93 |
| Rho: |
0.04 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.57% |
| 1 Month |
|
|
-42.55% |
| 3 Months |
|
|
-37.21% |
| YTD |
|
|
-74.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.190 |
| 1M High / 1M Low: |
0.530 |
0.190 |
| 6M High / 6M Low: |
0.900 |
0.190 |
| High (YTD): |
2024-01-02 |
0.930 |
| Low (YTD): |
2024-07-02 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.242 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.353 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.516 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
219.39% |
| Volatility 6M: |
|
173.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
