Soc. Generale Call 40 G1A 20.09.2024
/ DE000SW1ZPA4
Soc. Generale Call 40 G1A 20.09.2.../ DE000SW1ZPA4 /
9/12/2024 1:05:26 PM |
Chg.0.000 |
Bid1:56:40 PM |
Ask1:56:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.200EUR |
0.00% |
0.220 Bid Size: 10,000 |
0.240 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: |
16.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.21 |
Intrinsic value: |
0.21 |
Implied volatility: |
0.53 |
Historic volatility: |
0.20 |
Parity: |
0.21 |
Time value: |
0.05 |
Break-even: |
42.60 |
Moneyness: |
1.05 |
Premium: |
0.01 |
Premium p.a.: |
0.79 |
Spread abs.: |
0.02 |
Spread %: |
8.33% |
Delta: |
0.75 |
Theta: |
-0.07 |
Omega: |
12.18 |
Rho: |
0.01 |
Quote data
Open: |
0.220 |
High: |
0.230 |
Low: |
0.200 |
Previous Close: |
0.200 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+53.85% |
3 Months |
|
|
+66.67% |
YTD |
|
|
-4.76% |
1 Year |
|
|
-31.03% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.210 |
0.160 |
1M High / 1M Low: |
0.250 |
0.130 |
6M High / 6M Low: |
0.250 |
0.089 |
High (YTD): |
8/30/2024 |
0.250 |
Low (YTD): |
8/6/2024 |
0.089 |
52W High: |
9/15/2023 |
0.300 |
52W Low: |
8/6/2024 |
0.089 |
Avg. price 1W: |
|
0.196 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.173 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.154 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.155 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
218.93% |
Volatility 6M: |
|
223.50% |
Volatility 1Y: |
|
206.26% |
Volatility 3Y: |
|
- |