Soc. Generale Call 380 LOR 20.09.2024
/ DE000SW2KW41
Soc. Generale Call 380 LOR 20.09..../ DE000SW2KW41 /
| 2024-07-30 10:05:05 AM |
Chg.-0.53 |
Bid2:39:59 PM |
Ask2:39:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.43EUR |
-17.91% |
2.24
Bid Size: 10,000 |
2.26
Ask Size: 10,000 |
L OREAL INH. E... |
380.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
SW2KW4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-22 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.98 |
| Intrinsic value: |
1.26 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
1.26 |
| Time value: |
1.26 |
| Break-even: |
405.20 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
0.80% |
| Delta: |
0.65 |
| Theta: |
-0.18 |
| Omega: |
10.20 |
| Rho: |
0.33 |
Quote data
| Open: |
2.43 |
| High: |
2.43 |
| Low: |
2.43 |
| Previous Close: |
2.96 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.97% |
| 1 Month |
|
|
-41.73% |
| 3 Months |
|
|
-64.99% |
| YTD |
|
|
-71.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.68 |
2.54 |
| 1M High / 1M Low: |
4.74 |
2.54 |
| 6M High / 6M Low: |
9.06 |
2.54 |
| High (YTD): |
2024-02-06 |
9.06 |
| Low (YTD): |
2024-07-26 |
2.54 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.46 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.77% |
| Volatility 6M: |
|
142.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
