Soc. Generale Call 4.75 BSD2 20.09.2024
/ DE000SW7DLN0
Soc. Generale Call 4.75 BSD2 20.0.../ DE000SW7DLN0 /
8/30/2024 9:45:38 AM |
Chg.+0.005 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.043EUR |
+13.16% |
- Bid Size: - |
- Ask Size: - |
BCO SANTANDER N.EO0,... |
4.75 EUR |
9/20/2024 |
Call |
Master data
WKN: |
SW7DLN |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
BCO SANTANDER N.EO0,5 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
4.75 EUR |
Maturity: |
9/20/2024 |
Issue date: |
3/7/2024 |
Last trading day: |
9/20/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
89.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.24 |
Parity: |
-0.25 |
Time value: |
0.05 |
Break-even: |
4.80 |
Moneyness: |
0.95 |
Premium: |
0.07 |
Premium p.a.: |
2.30 |
Spread abs.: |
0.01 |
Spread %: |
21.95% |
Delta: |
0.25 |
Theta: |
0.00 |
Omega: |
22.85 |
Rho: |
0.00 |
Quote data
Open: |
0.043 |
High: |
0.043 |
Low: |
0.043 |
Previous Close: |
0.038 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+86.96% |
1 Month |
|
|
-30.65% |
3 Months |
|
|
-86.97% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.043 |
0.020 |
1M High / 1M Low: |
0.062 |
0.020 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.031 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.030 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
260.11% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |