Soc. Generale Call 4 BSD2 20.09.2024
/ DE000SW1ZJ67
Soc. Generale Call 4 BSD2 20.09.2.../ DE000SW1ZJ67 /
| 6/28/2024 7:26:59 PM |
Chg.-0.010 |
Bid8:19:13 PM |
Ask8:19:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
-2.00% |
0.490
Bid Size: 6,200 |
0.510
Ask Size: 6,200 |
BCO SANTANDER N.EO0,... |
4.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
SW1ZJ6 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
8/8/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.23 |
| Parity: |
0.34 |
| Time value: |
0.18 |
| Break-even: |
4.52 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
1.96% |
| Delta: |
0.72 |
| Theta: |
0.00 |
| Omega: |
6.01 |
| Rho: |
0.01 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.470 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.00% |
| 1 Month |
|
|
-43.68% |
| 3 Months |
|
|
-24.62% |
| YTD |
|
|
+81.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.500 |
| 1M High / 1M Low: |
0.950 |
0.500 |
| 6M High / 6M Low: |
0.980 |
0.130 |
| High (YTD): |
5/17/2024 |
0.980 |
| Low (YTD): |
1/29/2024 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.514 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.709 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.506 |
| Avg. volume 6M: |
|
391.732 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.72% |
| Volatility 6M: |
|
146.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
