Soc. Generale Call 40 G1A 20.09.2024
/ DE000SW1ZPA4
Soc. Generale Call 40 G1A 20.09.2.../ DE000SW1ZPA4 /
8/23/2024 9:37:45 PM |
Chg.+0.010 |
Bid8/23/2024 |
Ask8/23/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
+7.14% |
0.150 Bid Size: 10,000 |
0.170 Ask Size: 10,000 |
GEA GROUP AG |
40.00 EUR |
9/20/2024 |
Call |
Master data
WKN: |
SW1ZPA |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
GEA GROUP AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
8/8/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
24.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.16 |
Intrinsic value: |
0.10 |
Implied volatility: |
0.23 |
Historic volatility: |
0.20 |
Parity: |
0.10 |
Time value: |
0.07 |
Break-even: |
41.70 |
Moneyness: |
1.03 |
Premium: |
0.02 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.01 |
Spread %: |
6.25% |
Delta: |
0.68 |
Theta: |
-0.02 |
Omega: |
16.50 |
Rho: |
0.02 |
Quote data
Open: |
0.150 |
High: |
0.170 |
Low: |
0.140 |
Previous Close: |
0.140 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-11.76% |
3 Months |
|
|
+7.14% |
YTD |
|
|
-28.57% |
1 Year |
|
|
-48.28% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.150 |
0.130 |
1M High / 1M Low: |
0.190 |
0.084 |
6M High / 6M Low: |
0.240 |
0.084 |
High (YTD): |
3/27/2024 |
0.240 |
Low (YTD): |
8/6/2024 |
0.084 |
52W High: |
8/30/2023 |
0.320 |
52W Low: |
8/6/2024 |
0.084 |
Avg. price 1W: |
|
0.142 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.142 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.150 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.160 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
214.87% |
Volatility 6M: |
|
214.24% |
Volatility 1Y: |
|
188.78% |
Volatility 3Y: |
|
- |