Soc. Generale Call 380 LOR 20.09.2024
/ DE000SW2KW41
Soc. Generale Call 380 LOR 20.09..../ DE000SW2KW41 /
8/14/2024 10:06:14 AM |
Chg.+0.11 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.11EUR |
+11.00% |
- Bid Size: - |
- Ask Size: - |
L OREAL INH. E... |
380.00 - |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
8/22/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
36.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.84 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.19 |
Parity: |
-0.32 |
Time value: |
1.04 |
Break-even: |
390.40 |
Moneyness: |
0.99 |
Premium: |
0.04 |
Premium p.a.: |
0.42 |
Spread abs.: |
0.02 |
Spread %: |
1.96% |
Delta: |
0.49 |
Theta: |
-0.17 |
Omega: |
17.73 |
Rho: |
0.18 |
Quote data
Open: |
1.11 |
High: |
1.11 |
Low: |
1.11 |
Previous Close: |
1.00 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-38.67% |
1 Month |
|
|
-66.87% |
3 Months |
|
|
-86.55% |
YTD |
|
|
-87.03% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.81 |
1.00 |
1M High / 1M Low: |
3.80 |
1.00 |
6M High / 6M Low: |
8.48 |
1.00 |
High (YTD): |
2/6/2024 |
9.06 |
Low (YTD): |
8/13/2024 |
1.00 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.55 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.52 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
5.95 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
241.69% |
Volatility 6M: |
|
156.29% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |