Soc. Generale Call 4.8 BSD2 20.09.2024
/ DE000SW1ZKA5
Soc. Generale Call 4.8 BSD2 20.09.../ DE000SW1ZKA5 /
| 7/26/2024 9:41:54 PM |
Chg.-0.020 |
Bid9:55:34 PM |
Ask9:55:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
-15.38% |
0.120
Bid Size: 10,000 |
0.130
Ask Size: 10,000 |
BCO SANTANDER N.EO0,... |
4.80 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
SW1ZKA |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.80 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
8/8/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
34.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
-0.27 |
| Time value: |
0.13 |
| Break-even: |
4.93 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.01 |
| Spread %: |
8.33% |
| Delta: |
0.36 |
| Theta: |
0.00 |
| Omega: |
12.56 |
| Rho: |
0.00 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.100 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.22% |
| 1 Month |
|
|
+10.00% |
| 3 Months |
|
|
-71.05% |
| YTD |
|
|
+23.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.110 |
| 1M High / 1M Low: |
0.160 |
0.083 |
| 6M High / 6M Low: |
0.380 |
0.038 |
| High (YTD): |
5/17/2024 |
0.380 |
| Low (YTD): |
2/16/2024 |
0.038 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.130 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.108 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.168 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
318.68% |
| Volatility 6M: |
|
206.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
